Any question need answering? Any book or film need debating? Any Paul Auster topic whatsoever
Fantastic observation - but I have no idea what the answer to your question is.
Of the interviews I've read/watched, I haven't heard Mr. Auster say anything about this. I hadn't really thought about it before, but it's possible.
It may be just as likely that his threads run throughout the trilogy in a way that naturally lends itself to the titles' crossing over, an "accident" if I dare say.