Actually, the whole "Arthur and Raguna are distantly related" thing is pretty interesting from a lore standpoint because at some point during Act 1 (I can't remember if the conversation happens after Amber or Dylas's rescue), Ventuswill explains that the reason she thought Frey/Lest was a member of the royal family was because of their Earthmate status.
Like even though it doesn't make sense in regards to getting the protagonist mixed up with Arthur specifically (since he is all but stated not to be an Earthmate), thinking Frey/Lest is royalty because of that does make sense because not only is it confirmed that there are Earthmates in the royal family, but one of those Earthmates was the protagonist of the first game in the series as well as one of the spin-offs.
There's also the fact that Frey/Lest ultimately ends up fighting Ethelberd, who is so bitter about his defeat at Raguna's hands that he is attempting a total genocide of all Earthmates while simultaneously trying to obtain their power, and if Frey ends up marrying Arthur, she does become a princess proper. So yeah, it's interesting to make comparisons between Raguna and Frey/Lest just because of how much their stories relate to one another without actually intersecting.
Xiao Pai: Did Dolce just tell me they loved me for the first time?
Lest: Yeah, they did.
Xiao Pai: And did I just do finger guns back?
Lest: Yeah, you did.