I can see why, since they somehow, barely, kinda follow the same continuity. Well, the Burton films obviously do, as Returns directly references the first movie what with mentions of why Vicki left and Bruce joking with Alfred about him revealing the Batcave to Vicki. But then in Forever there's suddenly a new mansion and new Batcave and new Harvey Dent and a new Batman and a new everything. The only thing I can think of that might almost be a result of the previous movie is the new Batmobile, since it was beaten up in Returns. But I figure they probably would have had a new one anyway. And Batman and Robin had no story connection I can think of to the first two movies. I hated Gotham City in that movie, by the way, what with every building being precariously situated about 5,000 feet in the air. Remember the observatory? The building was in the hand of a giant statue reaching out over the city. Bleh. But anyway, yeah, by that time, the only continuities that linked the last two to the first two were Michael Gough and Pat Hingle.

EDIT: Yes. Burton was the producer of Forever.