Same world, but not same city. FSN takes place in Fuyuki, while Tsukihime is based in Misaki.
As for why there's no official interaction? Primarily because Fate is about the Fate cast, and Tsukihime is about the Tsukihime cast.
But there actually is some interaction, although you have to look for it.
Fate/Hollow Ataraxia? Sakura is apparently using 'a certain miss Tohno' as an example of the worst woman she knows ^_^ Yup, Akiha.
And in the Heaven's Feel good ending, remember the puppet maker that Shirou got his new body from? It's never said outright, but it's not like it could be anyone other than Tohko Aozaki - Aoko's sister, and a character in the earlier Kara no Kyokai novel.