#asymetrical

I feel like the idea is pretty much self-explanatory:

Entity finds a world (which I'll be referring to as Terra) sits on it, sneaks its influence in, finds a Killer (usually the priority, at least that's the pattern I've observed with character lores), snatches a survivor like a souvenir, and then goes on leaving the world to destroy itself.

That sounds brutal.

But also poses quite some conflict which I am ready to explore.

How does it take multiple characters from the same Terra but from varying points in time? Shouldn't it be destroyed by 'now'?

Well my dear reader, may I remind you the Entity is stated to be a multidimensional, omnipotent being. It needs to enter the Terra only once, and then it gets access to all of its existence. Snatching 2 beings (especially from the similar spot, as plenty of lores show us the characters being taken from the same/similar area across different points of time - such as Caleb and Zarina.) isn't something not aligning with its stated abilities.

What about the characters from different DLCs that have some connections with one another?

This is a slightly tougher one but I see two options - either the Entity goes for multiple cosmic kidnappings at once

Or

Those characters are from different, but very similar Terras which are close enough for them to recognize each other without finding any 'canon variety' aspects.

Is there proof of the Entity destroying the worlds?

Yes and no. The Observer talks about it in his Tome entry Arcus 07, even though the entry itself hasn't been released officially, it does give a good glimpse into the workings of the Realm.

Why do I care about it?

Because imagine you're in an endless loop of torture or servitute, hoping to escape or go back to your old residence to see through unfinished business.. only to learn everything you knew, loved or hated, is gone.

All people, places, history, it's all gone and you - and a handful of others if you're lucky, are the last thing that remains from the WHOLE WORLD you used to be a part of.