Counter example: https://www.youtube.com/watch?v=8g_7Hx42P1Y

There's also the multi-world randomiser community, where people network a bunch of emulators together, and finding an item in one game can actually unlock something else in another player's game.

Yes they do. Eg https://youtu.be/WU-00UdoXdQ?si=gQAh50XsK6xcxEWF

Of course a lot of people do them. They even do them with multiple teams in parallel, starting at the same time !