It's complicated. Dark Sun, Eberron, and Dragonlance were basically designed to be standalone. Eberron was designed with a radically different cosmology/multiverse at the core of its setting, Darksun is technically a part of the greater 'multiverse' but essentially inaccessible. Dragonlance is superficially similar in a number of ways but was not intended to cross over with other settings by its creator (to the point that they infamously killed off Lord Soth when the powers that be decided to shove him into Ravenloft, well, to put it lightly-'campy horror setting' was not part of their vision for the character)
Other settings are basically fine with crossovers, and other material planes etc-including other campaign settings are part of the 'multiverse' of the setting. Greyhawk and Forgotten Realms for example get along rather well, and IIRC it's canon that Mordekainen and Elminster know each other, for example.
Planescape and Spelljammer were designed to connect different settings. Basically 'bridge settings'
WoTC/TSR basically can't help themselves and have put cameos/little crossovers like the aforementioned 'Soth in Ravenloft' example-despite it going against the nature of the setting and in some cases, the express desires of the creators of said settings.
Modern Day WoTC is a whole nother animal though. Basically fell in love with consolidating everything under one umbrella in their 'multiverse'. It's a big corporate-driven 'brilliant idea' to consolidate their settings in an explicit manner, regardless of how much it ends up retconning/screwing up fundamental aspects of their settings. Dragonlance and Eberron got hit pretty hard in that regard with IIRC Fizban's Guide to Dragons. I'm not a fan of it. It tells me that the mindset that brought about the Spellplague because Forgotten Realms was 'bloated' is still alive and well. D&D is a great tool for building unique and exciting settings, and the idea that they all have to bend to fit into the same mold is artistically void IMO. That's why I'm not keen on seeing stuff like Warforged in Toril or Dragonborn on Greyhawk.
