Do thermostats coordinate with each other in a multi-zone system?
Conventional multi-zone arrangements work independently. They don't know or care about each other. They're tuned individually to achieve the desired outcome. Sure, there's some minor inefficiency, but not usually enough to warrant extra equipment costs and complex control algorithms.

Also, such systems would be difficult for homeowners to manage and adjust on a seasonal basis. Heck, many don't even know to change their filters or how to manage humidity properly. How are they going to work sophisticated thermostatic equipment?