This would be indeed interesting, and not impossible to build, but it would require a lot of engineering in building compatibility between the games. A system more simple of this concept is The Witcher series, you can upload the save file from the previous game, transferring some of the decisions you made in Witcher 1 in Witcher 2, as well between 2 and 3, and if I'm not mistaking, some items from the inventory (swords) were also transferred to Witcher 2 last time I played.