Silent Hill 1 to 3 are actually set in Silent Hill. But Silent Hill 4 isn't, and is the first one that isn't; but it is in the same "universe" as the other games. They wanted to expand the universe, so that's probably why several games aren't set in Silent Hill. The bigger the universe, the more games and products they can make. Most IP owners want to do that to grow the business. The Marvel universe (or multiverse) includes stories as diverse as Howard the Duck and Black Panther.