For me, the main benefit from a BG3 perspective has been getting to explore the Baldur's Gate of the late 1400s and feel that once I get to it in the game I'll have some points of reference to work with. And, if the first character I play is a Baldurian, it'll be easier to see getting there as a home-coming rather than landing in a strange city. I suspect that people who have played more recent TTRPG adventures that involve spending time in the city, such as Descent to Avernus, will already have that to some extent, but I was still picturing the city of BG1.
From a story perspective, there's nothing so far that is obviously going to tie into BG3, and though of course it might I can't see it as essential.
The rest of the fun is just formulating implausible theories and chatting to folk about our wild speculations, which is hugely enjoyable but I'm sure not a requirement for getting the most out of BG3!
"You may call it 'nonsense' if you like, but I've heard nonsense, compared with which that would be as sensible as a dictionary!"
