It just depends on the show. They are not always connected.
I've been to 10 stadium shows in the us and they have all been connected. I suppose some of the euro pacific shows may not have been or festivals for that matter.
European shows all had one pit - you couldn't buy 'Pit left' and 'pit right'. If you're talking about the upcoming Arena tour, some of those shows do appear to have separate pits with no way to get from one side to the other. I believe that was the case with some of the other US shows too.
Festivals are pretty much irrelevant, as they haven't done any apart from Coachella!