There isn't any particular indication that Setting hopping is a theme here, just a "you can go wherever" frame narrative to justify hopping between disjointed parts. As such, Setting is not a barrier (there are hints at Eberron in thar PR art), but Vecna is the book that is dedicated to covering all 7 [WotC owned non-Magic] 5E Settings used so far.
Theoretically, but the shtick for Vecna is revisiting parts if 5E Adventures and Settings, while Barrier Peaks would fit the bill of a new retro collection more firmly. Still, who knows.