This game is a SPIN-OFF of Koudelka. Confused?
The Koudelka characters have little to know impact on this game. They make short cameos and have basically no impact on the overall plot. And when it comes down to it they didn’t have to use the Koudelka characters AT ALL, and nothing would have changed. They could have easily created a character to be Hally’s mom and the Dark key, and no one would notice. A true sequel would be Shadow Hearts: Covenant. Remove the Shadow Hearts characters from that game and the entire story falls a part. That’s the difference, do not bring it up again.