🙄 Queeg they are different characters in the context that you said.
You said that Anakin survives all six films storywise and therefore gives continuity. He doesn't. In the PT we follow Anakin Skywaker, hero, great Jedi, chosen one, lover of Amidala, good guy(who goes bad).
In the O.T we see Vader, Dark Lord of the Sith, kills people for the sake of it, big scary dude in black, major villain.
It's still Anakin Skywalker but completley different from the one in the PT. Therefore he doesn't give the film continuity because it's like a different character. When you see Anakin in the PT you are meant to associate with him because he's the good guy. When you see him in the OT you are meant to be scared of him.
So the audiance can't use him to link the two trilogies together because after EP3 the hero is gone and replaced by Vader. We no longer follow Anakins journey. We get a new hero to follow - Luke. Only at the end of ROTJ do we get Anakin back.
R2 and 3PO are the only characters who are in all six films, around for all the important events and stay pretty much the same.
Ush, I never said R2 and 3PO were observers in TPM. But they were still around for the most important events which I think will lead to them getting there old role in Ep2 and 3.