Do you mean to say that mobs are loaded via collection proxies? That seems over the top (especially considering what I write below about physics worlds).
There is one physics world created per loaded collection (via collection proxy). And objects from two different physics worlds will not interact with each other. Additionally every physics world will increase runtime memory use a bit (can’t remember the exact number now).
Collections can be used in many different ways. They can be used for entire levels, parts of levels, screens/scenes, complex objects within a game world down to single game object things.
When you use collections for larger things such as entire levels or scenes it is quite common to load and unload them via a collection proxy to better manage memory usage.
When collections are used to represent smaller things it makes more sense to either use them as is inside a larger collection (via Outline->Add Collection File) or through spawning via a collection factory. If you chose to use a collection factory you also have the additional option to load the resources needed by the collection dynamically to give you fine grained control of memory usage.
The above is of course only a recommendation and not a rule, but it is how I would recommend that collections are used.