It's not independent agents. The neural networks have the same input, share weights, and also share some activations. With that much sharing, it's better to think of it as one neural network which has output heads for all the 5 players. So coordination is free. Actually, coordination makes as little sense as saying that multiple neurons in a neural network are cooperating, or that the two legs of a humanoid are cooperating to walk. Further there is no game being played between heroes of the same team. They literally have the same objective. The "coordination" buzzword is just another attempt by OpenAI to confuse and mislead readers, and give a false sense of their progress.