Liked the movie a lot. Sorry that the rest of the trilogy won't get made.
It tied into
Apocalypse -- where the stinger shows the Essex Corporation collecting the Weapon X samples -- and more or less into
Logan -- the footage of the Transigen mutants being "trained" is recycled to represent what Reys and Essex are training their victims for. This makes sense, given that the intent was that the Essex Corporation and Transigen were supposed to be the same thing (or what one evolved into over the years). While
Logan's backstory fits really badly with both
Apocalypse and
New Mutants (the New Mutants's existing in the 2010/2020s is incompatible with
Logan's statement that new mutant births stopped before that), sloppy continuity is nothing new with the series.
So, long story short, Essex wasn't for setting up future movies that'll never happen, but helping tying
New Mutants into the franchise's past and placing it in the larger cinematic universe.
Okay, for the connection thing: "
Rahne and Dani have a telepathic connection in the comics, and so we just wanted to extend that in the film and put that within reality. If they really could understand each other on that level, then you'd probably end up falling in love with that person."
- Maisie Williams (Rahne)
I think the idea is that they were going off of how in the original comic series, Dani could telepathically link with animals, so, in a logical extension of that, she and Rahne could basically mind meld when she was in her wolf form. Since Dani's animal telepathy wasn't really used in the movies, that doesn't exactly come to play in the film, so the comment is a little more confusing. In practice, movie Dani and Rahne seemed to bond more over understanding the other's depression and that they were afraid of their own powers but didn't fear the others' (e.g. Dani thinking Rahne's wolf eyes were beautiful and Rahne outright telling Dani that she wasn't afraid of her horror illusions because she knew who she really was). Blu Hunt (Dani) also
noted in an interview that they were going for a love at first sight thing.
As far as Rahne and Dani having a lesbian relationship in the comics, that a "yes and no" situation. They never actually got together and the characters have been stated to be canonically straight. However, Chris Claremont basically wrote them as being in love in his original run with subtext as subtle as a falling anvil (granted, I've been told that he basically wrote all characters as being bisexual in his stuff, but still). Popular belief why that never went anywhere was due to homophobic brass at Marvel forbidding him from actually showing the characters in a lesbian relationship and subsequent writers depicting them as very straight (whether that counts as lesbian/bisexual erasure, since it was only in subtext can be debated). This
fan site compiles the evidence that they were supposed to be a couple and it's pretty convincing.
So, long story short, Dani and Rahne technically weren't a couple in the comics, but the movie depicting them as such is true to the original intent.