The thing is that I don't recall reading that in any of the books. I could be mistaken, but I only remember hearing it in videos made when the designers were explaining why they weren't bothering with actual setting books, and I think it's a disingenuous post-hoc justification for a financial decision. It makes no sense for the wild, cannibalistic elves of the godless Dark Sun to have any meaningful relationship to the pantheon of the Forgotten Realms. They cannot possibly exist on the same plane, and Dark Sun has no meaningful connection to the planes or Crystal Spheres. You could claim that Spelljammer implies this is the case (it doesn't imply that the same creative forces are in any way involved in the creation of different planes); however, they haven't released any official Spelljammer material, so you can't count it as 5e lore.
So no, this stuff isn't canonical in any setting other than Faerun, and there's no reason to think it ever will be because WotC doesn't seem to have any intention of fleshing out any settings (many of which have completely different origins and interspecies relationships for elves and dwarves).