Well - the NPCs from NwN OC do mention the Hero of Neverwinter at some points in their tales.
As for "Back to the Future" that referes to that Michael J. Fox a.k.a. McFly has to get *back* to the future from the past he accidently ended up in, and almost messed up, so that title fits quite right.
The second one - should maybe not really have been called "Back to the future", instead of something like "Back to now" or "into the future" - but hey ... not many would have liked that.
It seems very much that titles of these games main title are named by where they take places (thus Baldurs Gate, Neverwinter Nights, Icewind Dale) instead of what they are actually about (The Bhaalspawn, The Old Ones etc...). And that Baldurs Gate 2 was called Baldurs Gate 2 was due to it being a sequel of the first one.
I can understand the confusion of Baldurs Gate 3 being called Baldurs Gate 3 - because it isn't a sequel, but the rumors point to a prequel. Thus there may be some connection to the story which could validate it to many of the "disbelivers" (

).
However - we don't even know if BG3 will infact be called BG3.
(It will most likely due to the following of BG1/BG2 and try to capitalize on that group as well)