"It seems churlish to point out at least one of these stories is used as background in a novel set in a non-Future History setting (Space Cadet had something very like the Long Watch, as I recall) and that it is very very difficult to reconcile "We Also Walk Dogs" with the rest of the FH."

Agreed. "Space Cadet" describes the character from Long Watch both by name and by description of his actions, and it's very hard to reconcile Space Cadet with the FH.