You mean how Andros sister was evil?
How about how Tommy was evil and that the Rangers fought him to free him from Rita's control. What about Kim and Tommy's relationship?
When Tommy lost his Green Ranger powers?
Or what about the rivalry Tommy and Jason had?
Or what about Lord Zed forcing the Rangers to become better at fighting his brand of evil? Did you forget he had a Zord that dwarfed the Rangers very own Zords?
Turbo and In Space dealt with Zordon's leaving and his capture. The last episode you see the Phantom Ranger, Turbo Blue Ranger, Aquitian Rangers, Blue Senturion, and Gold Ranger fighting the combined forces of Rita, Zed, Machine Empire, Divatox, and Dark Specter.
If you remember in the 1st episode, Dark Specter was the one who controlled Rita, Zed, Machine Empire, Divatoz, and Astronama. He had them unite under him and he captured Zordon.
Everything ties together from Mighty Moprhin' to In Space.
It's not just something they did, it how it was. Now these days, they show you previous Rangers teaming up with current Rangers for an episode. No real connection like it was then.
It's an old Touketsu gimmick. They use it in every series from Kamen Rider to Ultraman. Usually they go bigger than just an episode though in Japan. For instance Kamen Rider usually does a film featuring all the previous Riders teaming up with the current Rider for whatever reason.
They even used this trick in Masked Rider for the last episode.
Good examples are Kamen Rider Decade: All Riders vs Dai-Shocker or Kamen Rider OOO x Kamen Rider Den-O: Let's Go Kamen Riders!