The thing is in Erra Saga you find Jack's gang trying to expand the Sunlamp's influence so it kind of makes sense to think it's the same world, unless the worlds were already merging before Rafata did her thing...I've already explained why they are not same worlds, Atline is dead due to war and you travelled the WHOLE world of Ghost Path with Shake
Erra Saga even straight up has some characters hinting if not just straight up telling you they're from another world, although for some reason they're trying to keep it a secret, and their methods of travelling aren't known
Jack is alone in Ghost Path because Atline's crew can't follow him around without Yuris mana, and in Erra Saga Cornose is making a project to allow them to follow him, and he's surprised the "sun" can reach "this side", even tho the location we find him in should be in constant rain and beneath the shadow of a different town
Shake transported to Erra Saga via Ghost Path somehow too, and by the time you fight them in the Groove they're ready to move onto the next one
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Anyway thanks for the explanation.