Parmandur
Book-Friend, he/him
I assure you that the game won't explode if they mix.No they don't. They have them for those specific settings. A 5e character set in the Forgotten Realms isn't going to have access to the Theros, Ravenloft, Strixhaven or Spelljammer backgrounds. Someone playing Strixhaven won't have access to the Theros backgrounds. At least by default. The DM can of course allow anything, but those backgrounds are intended for those settings. And were created that way with 5.5 in mind.