Not sure if this has been proposed or not, I couldn’t find it in the forum, but file management and ‘source of truth’ is for product teams is always a hot topic. I can see having the option to connect prototypes across feature files allowing for gains in performance, file management, and feature versioning.
How I imagine it would work, is when in prototype mode you select ‘Navigate’ and you have the option of file or frame. If file is selected, you choose the file and the desired prototype flow. Then Figma generates the prototype, the generation may have a different experience than a single file generation due to processes but that could be okay.
Again, it might be something already in the works, if not, it might solve a mighty problem for some teams.