R&F is a side game, not a main game. And R9 was already pointed out, if you hadn't noticed.
Point being, if R10 validates just W1/3/4 by including the Rockman Killers, then R9 already validated the whole World series and MegaWorld through referencing RnF. It connects the dots from R9, to RnF to any game which is referenced in the CD database.
Also, as a side question, was ZXA ever actually referred to as ZX2?
Advent was originally produced as being effectively ZX2, but in the end named Advent because they felt it was a title that could be understood as a stand alone.
They are referred to as Rockman World, but then they turn around and use main timeline series RMs. Not to mention one's called "Revenge of Dr. Wily". They're probably not officially .5's, but darned if they don't act like it.
Each World game was developed simultaneously or directly prior to a new mainstream game. Hence its reliance on gameplay mechanics, characters and story elements of the mainstream title that precedes the one currently in development. W1 was developed near R3, but uses R2 mechanics, W2 was developed near R4, but uses R3 mechanics and so on. The only exception to this rule being W5's placement prior to R6, for story reasons.
Despite that, the story of the World games only acknowledges other World games; in W5, Wily was defeated four time prior. Which is certainly not true once you add in the mainstream titles.