I don't think this is true but I'd love to hear from others on this.
Google has far more information than they give us in these tools. For example the bounce rate in GA is useless and inaccurate. Google has better number but for some unknown reason they refuse to share that with us. There are other tools out there that will give you a true bounce rate. I use Clicky (I' have no financial interest in Clicky.)
I think putting all your accounts in one Webmaster Tool will make it known to Google they are related. If one gets slapped you're likely increasing the chance the rest will but I don't think we are giving them more information by having an account.
What do you think and do you have knowledge or test to indicate that it does give information to Google they would not otherwise have?