In past games when players get a Game Over and chose not to continue, Bayonetta is dragged off to Inferno. Here, they don’t, not even offering players a choice on whatever they want to continue or not. It actually serves as foreshadowing for the ending of the game: Regardless of what you do, Bayonetta IS going to Inferno in this game and there’s no way to stop it.
Alternatively, the reason there's no scene of her being dragged off to Inferno is because if she, or any of the other playable characters for that matter die, Singularity wins. And Singularity's ultimate goal is The End of the World as We Know It, wiping out all of the Trinity of Realities (Paradiso, Inferno, and the World of Chaos). We don't see her being Dragged Off to Hell because if she dies, then everything is gone and replaced with whatever Singularity wants. The fact that the game over screen is white like fog of erasure instead of the usual black is another support; when our playable character falls, there's no one left to stop Singularity from engulfing the universe with his fog, which is why all we see is white fog.
Heck, every time Bayonetta finishes her trip in a doomed world, we also see the entire scenery around her turn white. Essentially, this game over screen of white fog also applies to the doomed worlds.
Near the end of the prologue, Bayonetta summons Gomorrah to finish off a weakened Cumulonimbus, but Gomorrah doesn't attack it (until forced to by the Demon Slave mechanic) since the Homunculi are man-made constructs, and thus aren't from Paradiso or Inferno. Given that Gomorrah's Boss Subtitles are "Devourer of the Divine", it makes sense why it would refuse to eat something that isn't an angel, god or demon.
This game re-contextualizes Luka's near-superhuman luck and timing (both good and bad) from simply an unexplained source of gags and nick-of-time rescues to something that may have a actual reason in their world. Namely Luka has a form of heart/soul resonance with a fae version of himself, and luck (both good and bad) is one of the things fae are most well known for having or causing. His search for the truth also gets new context, as a voice within him from both Lukaon and Dark Adam that has been urging him to do this ever since he was a child.
Bayo 3 reveals Bayonetta can rip out her own still-beating heart as part of a special ritual to give a summoned demon a more powerful form. While obviously painful and tiring, she's otherwise left no worse for wear. The previous two games showed that Bayonetta can live just fine in space or underwater, meaning her body fundamentally doesn't need to function conventionally to stay alive.
While the multiverse only came to the forefront in Bayo 3, if one looks closely at the character models then there were always hints outside of Word of God that each Bayonetta of each main game was a different one that had simply led a similar life. As shown in this video the mole near her lips is in a slightly different position in each game. Further, the Bayonetta in the first game gives one of her hair ribbons to Cereza, and wears one ribbon afterwards. Yet, in Bayo 2 if Bayonetta dons her original hair style, she'll be wearing two ribbons. While originally it could have been deemed an oversight, taken with the mole and the plot of Bayo 3 it likely signifies that the Bayonetta of 2 is a different Bayonetta who didn't give away one of her ribbons. And sure enough, when the Bayonetta of 1 and 2 show up during the climax of the game, the Bayonetta of 1 has 1 ribbon in her hair.
It also makes the discrepancy between Bayonetta in 2 not having the same level of health and magic bars she would've had if a player had collected all the Witch Hearts and Moon Pearls in 1 make sense. One would think that she'd have a maxed health and magic bar at the start of 2 because of this, but if they took place in different but similar universes, it makes sense! Bayonetta 2 has similar experiences but didn't pick them up, while Bayonetta in 1 has them but for one reason or another doesn't go through the events of 2 or crushes it easily due to her magical might if she did!
While it's never explicitly said that Bayonetta was restoring the destroyed worlds when she released the Arch Eves from Singularity and outstripped his ability to alter phenomena, it is shown if one pays attention to the intro of the prologue and ending scenes. Both state they show "New York: Manhatten," not an "alternate verse" as whenever the game shows a different universe from Arch Eve Origin's Bayonetta. So this is the same New York. Yet the city is in perfect condition in the ending, despite having been destroyed in the prologue, and Enzo is back to being a happy family man. If even the universe where the Bayonetta who died was from got restored to its former state, then it stands to reason the others were as well.
One that comes from way before, on the first game: Bayonetta mentions during the very first fight against the angels, "As long as there's music, I'll keep on dancing". She does exactly that on the staff credits, even as she's breaking down... And once the music ends, she also does.
With the idea of multiverses in Bayonetta, the very title of the game becomes a pun if you think about it. Afterall, Bayonetta, Bayonetta 2 and Bayonetta 3 doesn't just refer to the title of the game and what order it goes in, but also can allude to the idea that we're playing a different Bayonetta (the character) each time!
There's actually abit of Foreshadowing concerning Luka's eventual powerup as the Strider in the form of the trophies you can get from each chapter in all the games. To wit, there's six ranks: Stone, Bronze, Silver, Gold, Platinum and Pure Platinum. Enzo, a normal human, symbolizes the worst rank you can get in game. Bronze is symbolized by a random Umbran Witch, Cereza, and Loki, who all have power greater than a human but are still inexperienced overall in using them. Luka is always portrayed at the Silver Rank, while Rodin The Infinite One is at Gold. If Luka's capabilities are graded between that of those with special powers but inexperienced and a That One Boss, then it would make sense that he's got some potential.
Alraune's appearance in Phenomenal Remnant 3 seemingly doesn't make sense at first. How did she break out of Alruna? Why don't we have Alruna on us if we continued from Bayonetta 2? Well, consider that at the end, we're revealed that this is a multiverse and Bayonetta 1 and 2's timelines are confirmed as separate timelines and they got wiped out long ago by Singularity's own words! Without anyone to use the weapon, Alraune could plausibly break free and return to Inferno, appearing back into any multiverse she wanted to!
The Singularity is an AI, a.k.a., a very advanced computer, who uses homunculi named after various clouds, and spreads its cloud of erasure across the multiverse. In other words, Singularity uses cloud computing.
When summoned in Alternate China, Queen Butterfly is an absolute behemoth of a summon, dwarfing even mountains, and yet when being summoned during the final battle against Singularity, she's only the size of Sin Gomorrah, i.e., about the size of skyscrapers. This is not just Your Size May Vary at work (e.g. back in the first game, Bayonetta can summon Phantasmaraneae in different sizes); Deadly Sin summon is not an easy task even for a witch as accomplished as Bayonetta, and on that second time she summons Queen Butterfly she's already summoning Sin Gomorrah out. The strain of summoning two humongous demons would make it all the more difficult for her to pump more power to Queen Butterfly to crank up her size; it's a miracle she's still standing after the entire ordeal.
For that matter, Bayonetta not using the Deadly Sin ritual in the two previous games makes sense in hindsight. In the first game she's struggling with memory loss and thus not up to her par. Stands to reason she wouldn't have all of her secret techniques anymore. Even if she did, the ritual would have been Awesome, but Impractical since the boss Angels she fights don't need that level of power. Balder was also capable of instantly killing her summons and Aesir could banish them with ease, so using it against them wouldn't have worked out well either.
If Gomorrah is any indication, while maybe not all demons subsist entirely on Paradiso beings (Bayonetta herself mentions when opening a hellgate to drag Arch-Iridescence down that demons would prefer "the taste of the righteous"), they still would rather be summoned to kill angels, and thus unwilling or unable to be ordered to use their full might against the Homonculi willy-nilly. Thus, just like Demon Slave, Deadly Sin ritual may be a last-ditch skill to upgrade demons to their highest-possible power in situations where they cannot use their full potential on their own.
Bayonetta's battle theme in this game has two names. One of them, "Whispers of Destiny", seems in line with the previous entries, but the other one, "Al Fine", is a Significant Anagram for "Finale", making it seem this is the last time we play as her in the main character role. It's also a musical direction meaning 'to the end', generally so the performer knows to play a repeated section until it is completed.
The idea that there's an entire Multiverse that belongs to the World of Chaos alone might sound like abit of an Ass Pull, but it's not like the idea hasn't been present in other games.
For starters, the Remembrances of Time at the beginning of Bayonetta 1 and 2 are said to have taken place in different universes than the main stories of the game they've taken place in.
In Bayonetta 1, Bayonetta bringing Cereza back into the past had resulted in a divergent timeline as per the Word of God, with the awakening of Cereza's Left Eye of Darkness awakening Bayonetta's own.
Finally, in Bayonetta 2, when Luka explains the story of Aesir and how he gave up his Eyes of the Overseer to allow humanity to have the free will to choose, it sounds awfully close to the idea of Multiverse Theory. The idea being that with each branching decision humans make, there is another universe where they made a different decision, with the idea being that giving humanity the ability to choose lead to the creation of making different timelines where those choices lead to different paths. The image where Luka talks on humanity gaining the ability to choose also comes with the image of a human at a cross-roads, which could reference this.
The first game takes place largely in the realms of Paradiso, the second sees Bayonetta traveling across Inferno to save her Umbran sister. Only makes sense now that the game largely takes place in the realm of chaos. Much like how the main threat is manmade, this completes the heaven-hell-chaos trinity.
It is stated in the character bios that faeries only exist in a relative few universes within the multiverse, and this information combined with what is revealed in Origins shows that these same universes are the ones that produce Bayonettas that live very similar lives to each other and look fairly similar compared to the more divergent Bayonettas seen in 3. This would appear, however, to be no coincidence when one realizes these likewise are the only universes shown to have versions of Luka. The implication is that for Luka to exist, that universe needs to have had a Lukaon (who can only be born in universes where fey exist) who died after bonding with Cereza as a child (Origins showing that for Lukaon to grow into the version we see in 3, Cereza has to die instead). The souls of dead fey are noted in Origins to not go to Paradiso nor Inferno, with the implication being they reincarnate, explaining Luka's fey powers and why Lukaon can be a version of Luka despite him having been born centuries earlier. Likewise, Luka's multi-life connection to Cereza explains why he asserts his purpose is to help get her to where she needs to be, and she only achieves her most iconic forms and feats in universes where he provides her guidance (in one way or another) both as Lukaon and as Luka.
The difficulty and tedium that comes with trying to play as Viola makes a lot more sense when you consider that the young umbran witch is still pretty green when it comes to fighting and honing her powers. Note Viola doesn't even have a demonic sponsor yet, so she's not even a full witch yet and therefore missing a ton of the power she should have. This also explains her weird method of using witch time, she can't use it on command like real witches can. This explains why she doesn't have any time manipulation puzzles like Bayonetta does, she can't actually manipulate time properly yet.
Baal Zebul's description states that she only reveals her true form to the witch she makes a pact with and anyone else who sees it dies soon after. This Baal's mistress was actually Egyptian Jeanne, not Bayonetta. With that in mind you'll notice that everyone who witnessed Baal Zebul's performance (French Bayonetta, Singularity and Bayo 3) is dead shortly after.
If one has seen the Prologue and the Final Chapter, one can denote that they share many similarities. Namely, the fights end up with Singularity and Bayonetta crashing back to Earth after a fight in space (at least implying Bayonetta β0 may have fought the same fight up to that point). Of course, there are two major differences in how the fight ends up: the first being that Bayonetta 1 and 2 did not show up, and the second is neither has Luka. The first can be argued as not there due to lacking a connection to Prime Bayonetta, but in Luka's case, Viola's words seem to imply that he's been plagued by his Wereform even in her timeline. Given how she responds to Prime Bayo's attempt to chase after him and the fact β0 Luka presumably didn't have Lucaon helping him out, was β0 Bayonetta forced to kill the man she loved and had Viola with, and was Viola's response of leaving it to her because she wanted to prevent it from happening again?
One version of Bayonetta is part of The Wonderful 101 as Wonder-Bayonetta is only received after getting every unique Bottlecap. Even after fighting off the GEATHJERK invasion, this was one battle that the Wonderful 101 were never going to win.
the mole near her lips is in a slightly different position in each game. Further, the Bayonetta in the first game gives one of her hair ribbons to Cereza, and wears one ribbon afterwards. Yet, in Bayo 2 if Bayonetta dons her original hair style, she'll be wearing two ribbons. While originally it could have been deemed an oversight, taken with the mole and the plot of Bayo 3 it likely signifies that the Bayonetta of 2 is a different Bayonetta who didn't give away one of her ribbons. And sure enough, when the Bayonetta of 1 and 2 show up during the climax of the game, the Bayonetta of 1 has 1 ribbon in her hair.