The fact that they picked a canon at all is annoying. They could have made it so that the W3 setting could have happened no matter what ending you had. Just a few different lines of dialogue here and there to explain why things happened the way they did in each ending.Basically, TW3 strictly follows Roche's path with Henselt being killed by Roche, Loc Muinne massacre and subsequent witch hunts. We may count Saskia dead (killed by Geralt in Loc Muinne, and Iorveth dying in Vergen because Geralt chose not to save him.
It is totally fine by me because it is my preferred way, but people who went with Iorveth, saved Vergen, and established Council/conclave can be disappointed. The thing is I did not expect anything else. It would be practically impossible to account for such major differences in outcomes. That's why CDPR settled for just a few mentions of previous characters, and a shift to a completely different locale. Sure, it would be nice if things were different, but let's just be realistic here.