The interconnected world is solely in Dark Souls 1 though, none of the other souls games (or bloodborne) has it.
Yeah, I have a strong dislike for DS2. It's not even that bad a game, I would probably enjoy if it didn't have the Dark Souls facade.
Dark Souls, Bloodborne, and Sekiro are three of my all time favorites. So far feeling favorable towards Elden Ring but I would still rank it below those three.
Dark Souls 3 is even less interconnected that Dark Souls 2. And difficulty is hard to measure, but IMO nothing in ds2 is as difficult as the Ringed Cities, and there aren't bosses with 2+ phases. Did Miyazaki misunderstand his own vision when he made ds3?
If you need any indicator the team behind Dark Souls 2 misunderstood Miyazaki's vision, the global death counter in Majula is all you need.