I didn't mean to jump on you like that. I've had dealers tell guys that once in a while just to get the sale of all the coils. The honest dealers and shops will just replace the offending coil. There are a ton of these cars running around with just one or two coils replaced.
As an answer to your question...you are right to a point about a current demand on an electrical system. But your analogy you use in this case isn't the same. The reason the headlights dim is the demand of the sound system on the electrical system is more than can be supplied. That is why you see many cars with these systems upgrade their alternator, battery, cables etc. just so it can supply the necessary demand. There is absolutely no way a coil can cause this kind of demand. Even if the coil went to a dead short, the wiring is so small a guage that it would burn up long before it could pull enough current to affect the other systems. And if it didn't burn any other coil primary feeds, it still would have no affect on the other coils. In that regard, they are totally independant of each other and only use the primary circuit in common...and that is through the electronic engine controls.
If anyone tells you one bad coil took out another, that's a crock. Go find another shop who knows what they are doing and is honest.
One last thing...I have seen coils replaced because of oil contamination. I have personally taken one of these coil assemblies...cleaned it up...and re-installed it after sealing the valve covers. It works perfectly. That may not always be true because the oil creates a path of resistance the system is not designed for and it could hurt that individual coil. But I suspect it is the case many times. If you're doing the work yourself, it may be worth the try to clean it up and try it before you pop for a new coil.