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Not necessarily, you're looking at time and dimensionality in a linear light (ba-dum-dusch!). In all seriousness, by traveling through time he could just be traveling to a parallel dimension (universe?) that has already progressed to a future time.

I generally try not to look for inconsistencies when watching sci-fi, as it kind of spoils the fun.

I don't remember the series clearly, but he comes back much before that future event so he is not really missing at that time.

No, I'm talking about when he goes to the future at the very start of the movie (or end of BTTF1).

At the beginning of BTTF2 Marty travels to a possible future. One that would have become the actual future if he hadn't interacted with anybody and then gone straight back to 1985. Doc Brown's plan would have worked too if it weren't for those meddling kids.