The anthology parts will take place in the same universe but be used more to explain different time periods and different characters I guess. The main story is still the episode-films, but with Rogue One you can tie it into A New Hope while still doing something unique, and I think both Tarkin (via CGI) and Darth Vader are confirmed to appear, so it should be cool. Movies like a young Yoda film, or a young Han Solo film, or even a Boba Fett film could be great films to give you more depth on those characters or the universe in general, but it also isn't needed for the more casual fanbase who just follow the main story.
Unlike Marvel where every movie is vital in the bigger picture, I think Star Wars will take a different route where the anthology movies aren't necessarily important, but they provide us fans with more great content.