I find this VERY worrying! Its also counter productive - I mean who wants to use a service that can be used to spy heavily on you and apply penalties over sites that did not even perform the infraction ( that is if google thinks you did something wrong anyway ). Very dangerous both for SEO's and also usage rate of google tools by SEO's Strange! BB
This is something that I am facing right now. I have several sites in my webmaster tools account, and most have been hit by some sort of penalty. Pretty much the same story as yours. Something interesting that I've noticed: Of all of the sites that I have in that account, the only ones that got hit by whatever this is are ones that have sitemaps as well. Sites I have in there that do not have sitemaps are actually ranking better this month then they have been for some time.
I think this should be true. I have got Account wide PR Penalty. My all sites are sharing same Google Webmaster account. And After last PR upadate now I have 0 PR for all sites. One of them was PR 3 earlier. Of course I can't see backlinks also.
It could be a coincidence. However if your sites were cross-linked in some not so obvious way and you linked them in GWT, then Google could have figured out the link joining them together (as you've confirmed they are all your sites by verifying in your GWT account) and imposed a penalty for these sites.
I think you are also right. My all sites were linked together. But after last PR update I have deleted all such links. Hope by next PR update everything will be come back.