What the evidence shows
Two explanations fit the data. Co-occurrence: distinct conditions with distinct causes that share risk factors and so land in the same people. Common susceptibility: one high-gain state in the systems that detect and respond to environmental input, reached by different initiators and expressed through whichever inputs a person meets — the environmental-hyperresponsiveness hypothesis.
They make different predictions. If it is one vulnerability, MCS-only, EHS-only and combined groups should share measurable sensory, autonomic and immune traits, and those traits should differ from controls. If it is co-occurrence, the groups should look different on the measures that define them. That test has never been run, because nobody has had the characterized cohorts to run it. A registry of thousands, sorted by condition and by order of onset, is how the cohorts get built.