The story in BG3 takes place after Descent into avernus so the story doesn't connect both games,the setting does however but it's not enough,otherwise Dark Alliance and Demon Stone would have been BG3,4 and 5 for example.
Just because the other games weren't titled BG3, BG4, etc, doesn't mean they could not have been (if setting is enough). BG3's story can be made to connect to BG2. Whether they have done so or not we just cannot know yet.