Bayonetta 3: Why is She in Tokyo

gamerant.com:

There are still many details regarding the upcoming Bayonetta 3 that have yet to be clarified by developers PlatinumGames, with the studio being rather tight-lipped between and beyond the game's trailers. A rather disappointing aspect of the recent Nintendo Direct Mini was the lack of Bayonetta 3 news despite the game still being slated for a release this year. This has caused many to worry that it might get delayed, although the game has apparently been in production for at least four years at this point.

Regardless, that hasn't stopped fans of the series from speculating and theorizing what the upcoming sequel could possibly be about. In the 'First Look' trailer for Bayonetta 3, the titular protagonist shows up in what has confirmed to be the Shibuya District of Tokyo to fight off mysterious new baddies. But as to why Bayonetta finds herself in Tokyo is a big mystery since the release of the trailer in September 2021.

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During the first Bayonetta, players follow the journey of the then-amnesiac protagonist through the fictional European city-state of Vigrid as the witch seeks to recover the other half of the 'Eyes of the World' – a key aspect to the lore of Bayonetta. In Bayonetta 2, the witch of Umbran and Lumen descent brings her story to the Middle East – to the holy mountain of Fimbulventr and the city of Noatun that sits at its base. It's not unlike the series to have Bayonetta travel around the world, but her showing up in Tokyo is a mystery since, as of yet, there is nothing that ties Tokyo to the current series lore.

One rumor that's been floating around since the release of the First Look trailer is the possibility of a connected universe between PlatinumGames' Bayonetta