Exchange servers using the same organization and AD site name but in separate domains will have their overall status merged when rolled up in Health Explorer.
For example, say you have Exchange servers in Domain_A and in Domain_B and they both belong to an organization named MyOrganization and a site name MySite. If an Exchange server in Domain_A is in a critical state, MyOrganization in Domain_A and in Domain_B will report a critical status even though Exchange servers in Domain_B are healthy.