Apologies, Anart. I had the mistaken impression that this was common knowledge (why, exactly?) so I felt it wasn't necessary to give a citation.
I think this assumption of mine may have just been something I picked up reading between the lines of The Wave and the C Transcripts. As in, we're all one at 7D, and further down our awareness fragments into discrete units, which falls asleep further with decreasing awareness/free will in lower densities. Notions about variable physicality/shapeshifting, biolocation, and the ability to travel through space/time freely are ascribed to 4D inhabitants (I found it interesting in Secret History that some speculated that Fulcanelli was in fact multiple people), and without more knowledge 4D entities would appear to a 3D person as this or that individual or creature, when in fact they would appear that way in that instance for multifaceted reasons. To me at least, this seemed analogous to how a fish may see large, roaring animals cruising on the surface of a lake, a small piece of food on a near-invisible rope, and big four-armed creatures swimming near the shore, and not realize they could very well be the same animal - namely a human. I think I subconsciously took these ideas and ran with them, wondering if that relationship was common between all densities.
Not to mention my own original confusion in asking "are we a multiplicity of lower density entities?" instead of the more precise "to lower densities do we appear as a multiplicity of entities?"
This is all philosophy though, like you said.