Blizz from the 90's didn't have much lore about them, they had lots of stories in game but there weren't any concern about the connection between them
This started changing a lot after they started publishing material
From then they retconned a lot the early games, but now they have consistency
Originally Inarius, as written in the original Diablo manual, was simply an angel who grew too vain and attacked a temple of Mephisto, eventually tortured into the template for the Overlord demons. Sin War novels AFTER Diablo 2 retconned the World Stone
@Jan Jurčeka:
TF2 was never supposed to have lore though. The only reason it started to get some was to give some context to updates and events. If you expect deep lore from a team based multiplayer shooter of all things then I'm afraid you are never going to be satisfied with gaming as a hobby.
Entirely depends on the developer IMHO. I would go so far as to say it's a main factor in finding out which dev actually cares about it's game and which is just in it for corporate moneywhoring.