I have a site with a very well developed set of categories, which I've added to carefully over a few months, and it covers most of the topics I write about. Another site has a small set of categories. I write all my WordPress posts in the same editor, and I could easily set it up so that all categories were available to me in every site I post to. 

The question: Is that a good practice in the world of WordPress? 

I noticed that categories are given global ID's so if I use a category like "movies" it will have the same ID as yours has on your sites. I love this idea of a global namespace for categories, and see it as something that could be adopted by sites written in any other writing environment. 

Anyway, if you have a moment to comment, I'd appreciate your ideas.

Update: Jeremy Herve, a WordPress developer explains.