Ok, just to set down, all 3 boshock games are connected in a way. As said by Elizabith near the ending, There's always a man, a lighthouse and a city. Constants and variables. All 3 games have these 3 constants, there's booker in bioshock 1 and infinite, and the big daddy in bioshock 2 for the man. For the lighthouses, there's the one leading to Rapture in bioshock 1, the one leading to Columbia in infinite, and there's one in 2. For the cities, rapture in 1 and 2, and cloumbia in infinite. Then you have small changes in plot, character, or location, which are the varibles.
Secondly, Infinite is the focal point of the series because it explains why we were in those two other games. They were just different realities, including the burial at sea dlcs. There are multiple different realities very simar but also different at the same time. For example, in one reality Booker had to wipe away the dept by getting Elizabeth back while in another, Booker had to give away his only child, Anna. (Honesty that was one of the hardest things I had to do in a game.) This game focussed heavily on the multiverse theory, and as a science nerd I really like that. I think the bioshock series had one of the best stories of any other game I've played.