I don't know if I'd agree that BttF set up it's own sequels. It really was just having the movie end on an exciting high point of the heroes blasting off screen for another adventure. Something for the audience to be 'wowed' about.

And the new problem that was created to link the new movie and the old movie together (Marty and Jennifer's kids grow up to be "a*******") isn't addressed in the sequels. We see the kids, but it certainly isn't the plot. I don't think this was even intended to be the plot, but just a throwaway joke to give the heroes the flimsiest of excuses to jump into more mayhem.