[Kurona]

It does do crossovers and such a lot more, but I feel you don't really need any context for them beyond what's provided in the episodes. I'd compare it to say Gokaiger's tribute episodes for the most part.

Even looking at more extreme examples, Geed and Decker are shows that are made completely on the basis of being follow-ups to previous series -- the Zero movies and Trigger, respectively. But Geed basically explains everything you need to know in the first couple minutes, and Decker basically never draws on anything specific from Trigger and plays more on its nature of being a sequel in general rather than needing to know what happened in this one Trigger episode or whatever. Both shows to begin with focus much more on the new characters, and there's an argument you could replace the returning characters and plot threads with completely original ones and not lose much.

It can look a bit intimidating (and a few movies and episodes do handle it as subtly as a bag of hammers) but it's really fine in the long run. It obviously is a lot more enjoyable if you've seen a previous show before their characters show up in a new one, but I'd say the same about like, if you've seen Hurricaneger before you saw their Gokaiger episode or W before you saw Revice: The Mystery. Absolutely not necessary and is just a little bit more fun and cool if you have seen them.

... the exception to this is Ultra Galaxy Fight; I find it really funny that they do English dubs specifically for those as if they're a good entry point for newer fans, but they consist almost entirely of just fanservice for existing fans