I consider Kingdom Hearts pure AUs, while Dissidia is an AU with the canon characters. While in KH, the characters are pure AU, in Dissidia, they are themselves, thrown into another world.
... If that made any sense.
In KH, they're all in and Alternate Universe AND all have alternate origins. In Dissidia they're in the alternate universe, but with their own origins.
Fair enough, each ff game happened in Dissidia's canon doesn't mean vice versa.
And even if they do, so what? If it doesn't affect their story, their personal timeline, it might as well not have happened for them.
Take the Doctor Who example of 'the five Doctors,' or 'Time Crash.'
In both cases, a canon entry into the continuity. In both as well, however, the Doctor's do not recall their future incarnations after the fact, and in the case of Time Crash, the later one only recalled the former one and what he did at the right time.
In each of these events, Doctor's 1-4 and Doctor 5 do not recall the incident, or meeting their future regenerations. For them, it is as if the event didn't happen. It did still happen, and the Doctor eventually does remember the event having happened, (presumably as all his selves, eventually), but for all the incarnations before that, it's a non event.
Same with Dissidia. It does not alter the characters or their plots. It can elaborate on the existing story, but unless they recall the events in some fashion, they cannot be changed by them.