See, I don't understand that attitude. It's worth it if you enjoy the story. Its importance is in its entertainment value, not in how well it fits with other stories. The Dark Knight isn't consistent with the continuity of Batman: The Animated Series, and neither is consistent with the comics, but that doesn't mean they're worth less. It just means they're a distinct take on the characters and concepts.
Not everything has to be part of a "grand scheme." Not everything is significant only because of what comes later. Countless great stories are entirely self-contained. There's no sequel to Hamlet. There's no Son of Citizen Kane. Someone did write a sequel to Casablanca and it was a travesty. Sometimes the value of a story is entirely in the story itself.
And it's a mistake to interpret it as saying that non-canonical stories "aren't important." As I keep stressing, canon is not a value judgment, just a classification. Canon doesn't disregard tie-ins because they aren't important, but because they can't be directly supervised in detail by the creators at the same time they're focused on the main work, and so it's not really feasible.
For me, the issue is the preservation of character and changes. The Dark Knight Trilogy is different from Batman the Animated series but they're internally self-consistent. They tell stories with beginning, middles, and ends. All of them end with their own variations of Bruce Wayne's final days as well.
Batman: The Animated Series ends with Batman Beyond and this means Bruce Wayne ended up a lonely, old, and broken man divorced from his family until his genetically engineered illegitimate son appearanced. Knowing this was his character arc is, perhaps, important to fans.
Superman Returns illustrates, to me, how canon can go terribly wrong too. If you're one of the three people who liked Superman 3 (such as myself) or Superman 4 (ditto), it's the director saying that he doesn't think your stories "count" which is mildly insulting but I'll get over it, I'm a big boy. However, it also takes Superman in a wildly different direction from what fans are comfortable with. I.e. Superman dead-beat dad.
If not for the Reboot of Superman, we might have been forced to see Superman Returns as the basis for the characters' future. Yes, it's silly, but some people got really upset by the fact that "movie" Cyclops was killed summarily in the X-men films since that's his ending. The fact comic cyclops is fine doesn't change this because they're separate characters.
Canon says "what is the official version of this story."
(FYI - this is kind of funny since I more or less agree with you that works are value in and of themselves)
I agree, however, you're right that official means little since an officially licensed sequel to Casablanca means zilch since the people which made that movie great aren't involved.