I'm not sure I'd say they bother
me, per se. I suppose it's semantics, but the word "bother" implies that I'm actively annoyed by it, or that it gets to me to the point where I'd give up reading novels because of it. Instead, it's more a personal preference where I'd prefer that all stories are intertwined, and events from one novel are acknowledged as having taken place in subsequent novels.
Despite it's numerous flaws, that's one of the things I enjoy most about the Star Wars Expanded Universe. Minor discrepancies aside, each novel builds upon the events, or at the very least does not contradict, of other novels in the universe. I find that more interesting when that happens, rather than each book being itself a self-contained "universe" where it may or may not (at its own whim) touch upon anything established in a previous story.
To be honest, that's one of the things that has drawn me back into Star Trek literature -- or should I say, finally drawn me into it (I was previously just a TV watcher): the news that they were making a conscious effort to follow a sort of continuity between novels released after the so-called "re-launch".
I just find it more immersive and enjoyable when I read multiple novels set within the same supposed universe, and they compliment each other's story, rather than contradict them.