Pablo Dobarro, the sculpting dev wizard has just implemented improvements making the sculpt mode much more functional when handling multiple objects.
https://twitter.com/pablodp606/status/1307028055718793216
These improvements comes in the form of four patches:
1-A new switch objects operator allowing for objects to be changed without having to leave the sculpt mode.
2-A fade inactive overlay to give better visual feedback as to which object is selected.
3-Enabling sculpt overlays with modifiers, which allows the display of mask and face sets with modifiers active.
4-Unifying all XYZ symmetry to allow symmetry options to change automatically as an object is selected, for consistent behaviour.