Each SA makes an independent decision on offering appointments. I'm not aware of any communications among them. Receiving appointments to more than one SA isn't all that uncommon, espcially if one is USCGA. NOT b/c it's less competitive (if anything, it may be the most competitive) but b/c you don't need a nomination to apply and it's the MOC nom process that is generally the limiting factor in the number of appointments you receive.
One could theoretically earn appointments to every SA. In reality, it's unlikely. First, I doubt many people apply to all 5 SAs. Second getting MOC noms to all 4 SAs requiring them (USCGA doesn't require noms), is rare, even in less-competitive areas. For those with Pres noms who are super-qualified, it could happen. And for special cases, such as children of MOH recipients, it could definitely happen.
In summary, clearly there are some folks who receive appointments to all SAs; however, it is definitely the rare exception.