I like to pretend I didn't dream up the same game scenario as X5, but it's too late for that to ever change. Seriously, I had a dream where about the same stuff happened.
Still, X4 was well within the story, and clarified a lot of things people were thinking upon release. X5, again verified that Zero was the carrier of the Sigma Virus, but that things transferred to Sigma when they came in contact before.
X6 was meant to resolve the plotlines: Zero freezes himself, rendering the virus inert, among things, and the storylines continues in the Mega Man Zero series. The problem, then, becomes X7 and X8, which never even happened :-S