In general terms is safe as long as the databases are "independent". With this I mean each database has references only to itself.
For MySQL in particular VIEWs to missing tables are a problem.
Let me illustrate with an example:
create schema database1;
create table database1.mytable (id int);
create schema database2;
create view database2.myview as select * from database1.mytable;
We take separate dumps: database1.sql and database2.sql
If you try to restore them on a different server, we must pay attention to the restore order, let's say we are starting with empty schemas database1 and database2
This will work:
mysql -u root database1 < database1.sql
mysql -u root database2 < database2.sql
But this will fail:
mysql -u root -p database2 < database2.sql
mysql -u root -p database1 < database1.sql
Because the database2.myview references a table that does not exist.
TLDR: if you are running database restores in parallel and there are references between them you could get into trouble.