Maybe not all of them. But many have spent literally most of their lives together. For example SJ and tvxq members used to live together in one apartment back when they were still trainees and during tvxq's early years.
Some of them join SM at a very young age so they end up practically growing up in the company.
Last night I was watching a compilation video of NCT dream members interacting with members from the older units and I learned about a very wholesome and heartwarming incident and I'm still Q_Q
They were still trainees here, they had the day off and all the old members went out to have fun but Jeno, Jaemin and Haechan were too young and couldn't go out on their own so Doyoung took them to the han River to play and looked after them 
And then Haechan grew up to become the bane of Doyoung's existence 
Not all of them, but surely they some have friendship among the members. Besides, it is just normal when senior support junior, sometimes the company itself told them to support/promote each other group. One thing for sure, everyone should have meet/interact once since they all from the same company unless their training place is different.
I always found that members of SM groups had the best vibe or chemistry or however you like to call it.
At least from 2nd gen forward, I noticed how they can be easygoing, chill, playful and dorky not only with their own group members, but with members of the other groups too, and between boy group members and girl group members too.
I think the best way to describe it is 'banter', they're really good at banter with eachother.
Especially the behind the scenes of SM Town concerts, they're really a joy to watch with a lot of memorable moments.
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