That has never been TSR or WotC's belief. Even in 3E Eberron and the Forgotten Realms, they had a different arrangement of planes, but it was acknowledged that the "real" multiverse was also out there.
In 3e, each setting had their own cosmology, with the possibility of traveling between them via the Shadow Plane. Greyhawk had the Great Wheel, the Forgotten Realms had the World Tree, and Eberron had its orrery. But you couldn't
plane shift from Eberron to, say, Bytopia.
There are many reasons why settings should keep their cosmologies separate. One is that the Great Wheel, as previously mentioned, is bad. It is far too intertwined with alignments, and is far too check-boxy.
Another is that high-level gaming often heads out toward the planes. And that causes all sorts of weirdness if the settings are connected. If a group of adventurers travel from Greyhawk and slay Orcus on his home plane, does that mean that Orcus is also dead in the Forgotten Realms? If Ao strikes Tyr blind, does that mean that Tyr is blind in other worlds too? That whole thing gets much easier to deal with if we accept that the Forgotten Realms cosmology have their own Tyr and Orcus.
A third is that cross-setting stuff is
disruptive. A world where flying spaceships that can travel across the globe in less than a day exist in large enough numbers to make spacefaring civilization viable is going to look very differently from your typical fantasy setting. That's why I say that I don't mind a Spelljammer campaign making a stop in Waterdeep or Huzuz, but Waterdeep and Huzuz should not have to be designed to take spelljamming vessels into account.
And in the 1E and 2E eras -- the height of Dragonlance -- it definitely wasn't true. The Great Wheel was the default setting and Dragonlance was a TSR project.
I don't really have a dog in the fight about Dragonlance in particular, other than noting that the Planescape supplement On Hallowed Ground had separate entries for Tiamat and Takhisis, whereas it was clear that the Tyr in the Faerûnean pantheon was the same one as in the Norse pantheon.