For those of you who have yet to play Lightning Returns you should turn away because my thoughts stem from the result of that game as well as the upcoming XV. I'd like to add that this is pure speculation.
I find it interesting that both XV and the XIII series share a common mythos. Naturally this was so because XV was originally considered part of the XIII series along with Type-0. While the myths about the goddess Etro and the door to the afterlife are similar between XIII and XV they're not quite the same. What I find really interesting is the fact that XV takes place in a world that is a "fantasy based on reality." We've seen this line over and over. At the end of Lightning Returns the universe is essentially remade and Lightning and company are found living on a world similar to our own while Caius and Yeul (who was modeled after Etro) are left behind to care for the souls in the unseen realm. Perhaps it is just a coincidence and this is all merely speculation. Keeping in mind I have not read up on LR:FFXIII:Reminiscence so I don't know what the new world is like to any degree. Additionally there may be more lore that I am not aware of from Type-0 that could either pulls all this together, completely apart, or do nothing at all. What I am getting at is the possibility of XV being a far flung future of the new world introduced in XIII. Probably not but it's interesting to think about.