There are pros and cons with either approach.
Pros in a unified file approach:
it's much easier to manage accounts and privileges
relocating or renaming the file rarely affects how the database functions
If the file becomes corrupted, you have to take down, recover/import into clone all the data from all the tables--this can be a lengthy process
Deploying a new updated copy of the file requires moving all the data from all the tables into the new file.
Pros for a multi-file approach:
Any issues with a single file can be fixed by replacing/repairing/updating that one file. This can be a much simpler/faster operation than working with a unified file.
You can "mix and match" files to produce different variations of the same solution.
Every file has its own accounts and privileges section. If you have multiple files, you have to define matching accounts in each file in order for filemaker to open each without asking for a password each time.
Move/rename just one file and Filemaker won't be able to find it--triggering error messages every time it tries to open this file until you either change it back or update your external file references that point at this file.
There are limits as to how many files you can have open at one time. In complex, multifile solutions, you sometimes have to manage the total number of open files to keep within these limits.