New update from Salesforce official doc said this is possible:
Multiple business units connected to a single org.
Note
NOTE Multi-Org is available for Enterprise 2.0 accounts using version 5.494 or higher of the managed package. It requires Connected App Authentication and Custom Profile Centers. Not sure what type of account you have? Review Marketing Cloud editions for more information.
These best practices are recommended when configuring multi-org:
1. Control access to the All Subscribers list.
The Marketing Cloud All Subscribers list is a comprehensive list of all subscribers, even in a multi-org account. To prevent users from seeing subscribers outside of an org they can access, remove non-admin users’ access to All Subscribers and use Subscriber Business Unit Filters.
2. Plan your business unit and user connections.
While disconnecting accounts is supported, plan your Salesforce org to Marketing Cloud business unit and user connections carefully before implementation.
3. Use dedicated API users.
Assign each connected business unit a dedicated API user to reduce confusion after connecting. If multiple business units are connected to the same Salesforce org, use a shared API User.
4. Use one version of the connector.
When connecting your Marketing Cloud account with multiple orgs, use the same version of the connector in each connected org. For example, don’t use V2 in one Salesforce org and Marketing Cloud Connect (V5) in another Salesforce org.
Warning
WARNING If you use Synchronized Data Sources with multi-org configuration, when you disconnect a business unit from Sales or Service Cloud, synchronized data extension names can change. To ensure that they continue working, update query activities that reference those synchronized data extensions.
Reference: https://help.salesforce.com/s/articleView?id=sf.mc_co_multi_org_account_configuration.htm&type=5