The ending of The Nun (2018) shows Irene sealing the gateway beneath the abbey, but Frenchie, whose real name is Maurice, carries the demon out with him. Irene uses the blood of Christ to push Valak back and close the catacomb gateway, which saves the abbey. The victory is not complete, because Frenchie has a hidden mark showing the demon had already entered him.
The film then cuts to about twenty years later and shows Ed and Lorraine Warren's lecture footage from The Conjuring (2013). Ed names the possessed man in that footage as Maurice, which ties the abbey events to the Warrens' first encounter with Valak. The thread continues in other films. A tag scene in Annabelle: Creation shows Valak at the Abbey of St. Carta in 1952, and in The Nun II, set four years after the first film, Maurice is possessed again. For the order of events, see the conjuring timeline.
In my opinion, the closing sting is the neatest piece of franchise building among the spinoffs, because it turns a self contained abbey story into the missing first chapter of the saga that audiences met in 2013, and it does so with footage rather than explanation.
Why do some viewers rate it lower than the main films? It could be argued that a prequel has a problem built in: Frenchie has to survive to appear in the lecture, so the tension has to come from how Irene gets there rather than whether she does. That being said, the box office tells its own story, and perhaps the film's real strength is its setting, with real castles and a built abbey church carrying more atmosphere than the plot does. For our own verdicts on the series, see conjuring reviews.