In a Xenosaga Episode 1: Der Wille zur Macht review by Manichi Interactive, it was mentioned that the second episode of the series will feature online elements. No details were mentioned, which leaves room for a lot of speculation. What kind of features developer Monolith Soft will implement in the second Xenosaga episode remains to be seen.
On a side note, the review also mentioned that the total development costs for the recently released Episode 1 sum up to 1 billion Yen ($7,776,654.48 USD). As a a comparison, Square's latest Final Fantasy installment, number 10, swallowed 4 billion Yen ($31,106,617.93 USD).