What would be an issue or consideration if using a common Storage Account for a large number of Event Hubs that span multiple Customers in a SaaS solution?
Using a common Resource Group that is to say.
From the perspective of the Event Hubs clients, it's not a problem. We'd recommend keeping each processor group isolated in a dedicated storage container in order to keep the number of blobs limited and avoid latency when enumerating them.
From a practical perspective, I'd recommend doing some performance testing. Depending on the number of customers/Event Hubs you're using, you may start to hit some throttling or latency in storage due to the chatty pattern that the event processors use when interacting with storage; spreading the load to some number of isolated Azure Storage accounts may help in that case.
The other consideration that I'd advise is locality. We've seen some reports of storage latency when using storage accounts in different regions than their associated Event Hubs namespace.