Well, in general it’s not especially useful. But again it depends on the workflow.
What I’ve seen for lighting in houdini, is that they could treat multiple shots at the same time. So they can have a master lighting and do some tweaks on a per shot basis all within the same file, which is pretty cool !
But in blender working like that feels clunky. In the meantime, you might want some tools to do some batch operation on different shots even if they are not part of the same files. For lighting having a way to test a master lighting on multiple shots is going to be super helpful but it doesn’t necessarily means having all the shots in the same file : You can import all cameras , the set and a pose from each assets. And make an animation with each shot taking a frame. (which would be done by a script) …
It’s not 100% accurate but generally enough to build a master lighting that holds up in most shots. And in any cases it’s always tweaked on a per shot basis.
But there is also the old school way : Lead light make a master light rig on the most generic shot, once the shot is approved lighters copy that to each corresponding shots of the sequence, do small tweak and then they check continuity by rendering and checking.
Anyway, scene assembly and lighting is just another step, then it’s handed to other artists to export for compositing and eventually final grading.
Also, as discussed earlier, sometime layout can be done at sequence level, so the step between storyboard and animation, that is setting camera , adding assets in the scene testing that everything works as intended before animation, that can be done in the same file. And then it’s split into one file per shot.
Some studios work this way and I think it’s cool, but some others dont 
As a side note, while having one file per shot is the norm in animation, still there are very different ways to approach a project depending on it’s complexity or if it’s low or high budget. So even within the same industry something that makes sense for a project doesn’t for another, so nothing is really set in stone !
Generally one shot per file allows to split the work whenever you want. If artist A is having an issue they can hand over the shot to their supervisor and move on to another shot. Once the supervisor finished tweaking stuff artist A can resume it’s work on the shot. Here again multiple shot within the same file makes things like that harder.
Last thing I want to point out, is that when working on an animated project, there are always custom tools / addons that helps to customize the workflow.
Working with vanilla blender is going to be extremely difficult. Also there is a CG supervisor that create a particular workflow given the specifics of the project. So, as said earlier, some stuff can vary…
Ok, sorry if my answer is messy I’m not sure it’s addressing your question properly, this probably need a bit more in-depth explanation of the workflow with more practical examples. Anyway, it’s super interesting and having cross industry discussion like that also allows to sometime think out of the box and find new ways of working. I also think that for some small projects animation can be approached like you suggest, with one shot per scene, put together in the VSE. But this is very limiting for collaborative work.
I’m happy to continue the discussion if you have further questions, and maybe we’ll manage to make things a bit more clear eventually !