I have games going in all five slots and all are as far as it is possible to go in terms of tech levels and milestones. Out of a possible 20 sets of collectibles I have one - butterflies in one game. Every other set is missing between one and four items. Every now and then I will spot a new rare/uncommon item, but only I'd guess five in the last week. Every other collectible that pops up is a duplicate. I'm not micromanaging the games to anything like the extent as when I was still working towards the milestones, and of course with five games I can spend less time on each game. No doubt the collectibles I need have popped up; I just wasn't around to see them.
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To err is human; to arr is pirate.