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The sense I'm getting is that Filoni is hoping to build a larger universe of Star Wars shows, separate but related. Kind of like the MCU, where the various heroes/groups had their own films and storylines but would occasionally cross-over and combine. Mandalorian is the only one that's on the ground, though, so it's a good place to get the connections built.
All pure speculation, I should say, albeit based on rumours that have been flying around for some months. Also, Ahsoka is too large a character in the Universe, and Rosario Dawson too big an actress, to be relegated to one live-action appearance only. I'm *sure* this is meant to set up either future appearances in Mandalorian, or future appearances in other live-action Star Wars. Or both!