Really the "limit" is burying the db server. Just use good code, properly indexed tables and you should be ok.
The whole idea behind shared services is that it only works when we all "play nice".
The reason why conuries doesn't make much sense is that a properly configured site can use many and not have any trouble but then the next guy comes along with unindexed tables and his queries take 20 seconds to complete taking the DB down. This is why reports of slow performance need to be reported to DH support for investigation.
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