In addition 5o what others mentioned, Final Fantasy is named for nostalgic company reasons, not necessarily for the public. Square was doing bad and going out of business, and decided to have a passion project for their last release, the Final Fantasy of theirs.

It saved the company. So in its honor, their flagship RPGs are always named Final Fantasy. While they often have Easter eggs, like Biggs, Wedge(?), Cid, Moogles, etc, the games are mostly unrelated otherwise. 14 does have tons of references to others in the series though.