Relational databases are often fragmented across organizations, creating data silos that hinder distributed data management and mining. Collaborative learning (CL) -- techniques that enable multiple parties to train models jointly without sharing raw data -- offers a principled approach to this challenge. However, existing CL frameworks (e.g., federated and split learning) remain limited in real-world deployments. Current CL benchmarks and algorithms primarily target the learning step under assumptions of isolated, aligned, and joinable databases, and they typically neglect the end-to-end data management pipeline, especially preprocessing steps such as table joins and data alignment. In contrast, our analysis of the real-world corpus WikiDBs shows that databases are interconnected, unaligned, and sometimes unjoinable, exposing a significant gap between CL algorithm design and practical deployment. To close this evaluation gap, we build WikiDBGraph, a large-scale dataset constructed from 100{,}000 real-world relational databases linked by 17 million weighted edges. Each node (database) and edge (relationship) is annotated with 13 and 12 properties, respectively, capturing a hybrid of instance- and feature-level overlap across databases. Experiments on WikiDBGraph demonstrate both the effectiveness and limitations of existing CL methods under realistic conditions, highlighting previously overlooked gaps in managing real-world data silos and pointing to concrete directions for practical deployment of collaborative learning systems.