Illusion of Gaia had some good parts. Characters starving on a raft (sort of better than the mountain goat IMO), one of your support characters finding love, both leave your party to be together/take care of his dad. Another support character actually dying and being reborn several times. The slave trade in general and things like why it happens.
Oh and it had a nice optional boss fight that let you end the slave trade for good if you could get to it (**** be crazy how you unlock that fight). Granted, the translation for this makes some of the stuff that happens seem mild in general (that village of cannibals, they sort of downplayed the fact that they were going to eat your team)
Granted stuff in Terraigma was very well done as well. I loved how you could change the world in general and how it is done with just 1 major idea (elect the "town drunk" to be mayor or the "scholar," who will you choose?) Stuff like the zombie village filled with people who don't know they are dead, but know you are killing them was also neat.
Soul Blazer was pretty good near the end when you got to fling firebird projectiles freely. It by far had the best equipment set up of the 3 games as well IMO. Like how Will got to fling firebird as well. Kind of shocked Ark never did despite it being an endgame idea. But oh well.
Also I have a theory on how the games connect besides just Gaia/Dark Gaia as well, we know that Ark is a clone of Gaia's hero for starters who merges with the real hero in the end which breaks him away from the main villain. But I've felt that with the series' theme of rebirth really neat in general. What I'm getting to is that I think Will is a reborn version of Blazer, and the real Ark was a reborn version of Will. Same goes with the leading ladies of every game (granted the leading lady in SB had like less than a paragraph of story).
The optional boss in Gaia I feel supports this as well.
Rebirth in general is a huge theme for this series as well. You are fixing/remaking the world in all 3 games after all (people/things being turned to monsters you are fixing areas/rebuilding the world). Granted, you changing the world isn't as clear in Gaia as it is in Blazer/Terra. I mean, you directly build areas in those two games, where as the rebuilt world in Gaia is the final outcome just after beating Dark Gaia, you more or less are just setting each area up for the grand makeover though by fixing the souls of people/things in each area.
Anyway, that is all