The last one came after the sibling bonds banner, I believe, which was a looooong time ago. I don't see the reason for introducing an entirely different category of paralogue and doing nothing with the concept. The first Xenologue didn't really do or say anything special, but the scene that played afterwords gave some (and I'm using this term very loosely here) character development to Veronica, which is at least somewhat appreciated. If IS cares about fleshing out the story of the game, Xenologues seem like the perfect avenue to do so, as they don't need to wait for a new unit release to give us the standard pittance of information.