@Dhanamerdeka
Games having alternate routes is an entirely different thing, and I'm well familiar with it. I'm a huge fan of Fate/Stay Night for example - yes, all the routes are canon (even tho they have contradictory events), that is the nature of that story. On the other hand, Fate/Zero (the prelude to F/SN) is *not* canon (and Nasu himself has stated this), even if much of it is compatible with (and might even match) the canon. Does that all form part of a larger "Fate" in my head, and inform my perception of the characters and story? Yes. But that doesn't change the fact that Fate/Zero is not the official version of the events of Fate/Stay Night. In the same way manga anthologies can be really nice, bc they let you get into things the main story doesn't, explore things that contradict it, etc. And none of that has any effect on the main story.
On the other hand, SAO is not a non-linear work. It is a franchise with separate canons - the novels, the games (multiple canons within that), the main anime, and now the Progressive movies. Then there's also stuff like the side stories/doujinshi that Kawahara has written, etc. Except for the 2 novel canons needing to match each other, none of those has to match the other, or even match the official version - because they are in a different canon from each other. As far as the movies and anime are concerned, they don't need to care about Philia, Stream, Seven, Rain, Premier, etc. That's a beautiful thing, since it does allow for a fuller/more diverse portrayal of everyone and everything, and it would be really hard to create if everyone had to match. The version of Aincrad in SAOIF (which I also very much like) has some stuff that's wildly different than the official story as well.
There is a key difference between the Progressive movies and the games though. The Progressive movies are an *adaptation* of the canon material. Meaning they have some duty to properly reflect and represent that material. Obviously there's always going to be some changes in any adaptation - that's inevitable. Personally, my issue with the Progressive movies is with the scope and nature of the changes... but also it's completely irrelevant here.
The OP asked why don't the Progressive Movies and the anime match each other, and "different canons" is the answer.