Fully agree, I really like the environment and historic context in each AC game, that's one of the reasons it is my favorite saga (AC, like you probably now, has more unic and magnific aspects, but that is another subject). And if the saga didn't have that aspect so well designed, it probably wouldn't be as good as it is.
I've recently finished Odyssey and the second one, I'm in process of finishing the first one and i'll install Syndicate. I exagerated, I really want to play Black Flag, but I uninstalled it 'cause I didn't have time for it and fell in love with other games (but, yeah, it did frustrate me that the game didn't save the session).