No, it's just that apartment of decadence is related to Return of decadence, revolving door is related to Nineteenth Floor of Hell, and Secret is definitely related to other series such as Human Life, but in fact apartment of decadence is related to Return of decadence, and revolving door is related to Nineteenth Floor of Hell. Many characters in Cai Jun's novels are those, but everyone can be regarded as an individual and has no influence on others. Just like Xiao Ye, I think he seems to be a different person in every movie, so don't generalize these people into a fixed pattern.
I have read almost all his books, and I prefer Nineteenth Floor of Hell, Revolving Door, Abandoned Apartment, Return from Abandoned Village, Margaret's Secret and Butterfly Cemetery. As for Secrets and the World, I feel quite surprised, but relatively speaking, I prefer the above books.