Warning: SPOILERS ahead for The Nun
As an origin story for series villain Valak, The Nun is an effective new entry in The Conjuring universe, but fails to follow up on the groundwork laid for it in the last movie. The demonic nun Valak was the big bad of The Conjuring 2, and was also referenced and briefly glimpsed in Annabelle: Creation. The Nun provides a more substantial background for Valak and explains how the demon was originally unleashed upon the world, but doesn't elaborate upon the connection set up in Creation.
In one of Annabelle: Creation's most intriguing scenes, Valak is revealed to be looming behind Sister Charlotte in a photo of her and some of the nuns from the Romanian convent she served at - the Abbey of St. Carta. Charlotte claims to have no knowledge of the woman or why she'd be in the picture, but she does name the other sisters as Maria, Anna and Lucia. Creation takes place in 1955, three years after the events of The Nun, which seemed like an easy setup for Charlotte and her other sisters to make some sort of an appearance in that movie - perhaps including that photo being taken as a way to tie everything together.
But neither Charlotte, Maria, Anna nor Lucia feature in The Nun's plot, though the photo itself is briefly shown hanging on a wall in the convent. The Nun's cast is entirely made up of new characters, and there's no mention of Annabelle: Creation's nod to Valak, nor any mention of Sister Charlotte. This is particularly surprising given how strongly The Nun reinforces its connection to other movies in the universe, bookended by scenes from The Conjuring and The Conjuring 2, and even reshooting one of those scenes in order to retcon a character from The Nun into the Warrens' backstory.
Charlotte, Maria, Anna and Lucia didn't all need to be part of the main cast, in fact they couldn't have been since it's revealed all the nuns bar Sister Irene are dead. But it seems a missed opportunity that Irene isn't Charlotte (or Lorraine Warren, for that matter) and that none of the named nuns who appear in the movie are Maria, Anna or Lucia. It would add real gravitas to Charlotte saying she doesn't know Valak in the second Annabelle, knowing she's just been reminded that ghoul is somehow always following her.
To be fair, this isn't some sort of canon-destroying misstep. Valak's story is established well enough – it was summoned to our world through a rift to hell buried in the catacombs of the convent – and the ending ties directly to The Conjuring, wherein Maurice is seen being having Valak exorcised out of him by the Warrens. There's an obvious plan afoot within The Conjuring universe, and this is a very small oversight.
But it's still a wrinkle that feels careless. So far The Conjuring cinematic universe has been shaped remarkably well for a franchise that's being built backwards film-by-film, with more than half the movies being prequel spinoffs of the central story. There haven't been a lot of lingering questions (beyond the obvious cynicism towards the Warrens' stories). The Nun serves as a really good precursor to the plot of The Conjuring 2; it's just a pity they forgot about Annabelle: Creation while they were at it.