At my current job we have four different databases so I concur with this assessment. I think it's okay to have some data in different DBs if they're significantly different like say the user login data could be in its own database. But anything that we do which is a combination of e-commerce and testing/certification I think they should be in one big database so I can do reasonable queries for information that we need. This doesn't include two other databases we have on-prem which one is a Salesforce setup and another is an internal application system that essentially marries Salesforce to that. It's a weird wild environment to navigate when adding features.