I've been buying display/search for the last ~7 years but I'm pretty new to Facebook...better late than never.
I read Zeno's walkthroughs on Facebook and they have been pure gold. I'm just curious to know what the pros/cons are of running Feed/RightSide/Mobile ads in three separate campaigns (one for feed, one for right side, and one for mobile) vs. one campaign with three different ad sets for each. does it help with volume allocation? I've noticed that facebook will tend to favor some ads/adsets and not send any traffic to others.
FB feels a bit archaic after spending so much time in platforms like adwords, sitescout and even...bing 
FB may be less complex in some ways than other platforms - but it is unmatched when it comes to precision demographic targeting and this makes it one of the most advanced ad platforms on the planet.
As for your question, if the ads are in different ad groups, then there is no advantage - the optimisation in oCPM happens within the ad group level, budgets are at the ad group level, and everything else at the ad level. The campaign level is really for vanity only and ease of separating things, though the campaign-level objective does (annoyingly) lock you into specific ad types within that campaign.
I don't think FB cares how much money is being spent campaign wide, it's the individual ads in particular whose volume influences the delivery algorithms.
One place where you can mix things up is by having desktop NF ads that also target the RHS - so the single ad unit is delivered in both spots. I haven't really played with this, but FB will often give volume discounts when bidding CPC. This can be hard in the NF given the limited impressions, so adding in lower quality but higher availability RHS impressions may offset that. I'm not sure how FB actually treats this scenario - i.e. does the performance history from the RHS influence the NF placement bidding? Something to test, but I have heard others have benefited from it.
Just wanted to throw in here that in the coming weeks facebook is changing their campaign structure. on the ad level, it will only be possible to edit your creative and all the other important stuff like targeting, bidding etc will happen on the ad set level, which also makes more sense I guess..
It should make it easier on the eyes at least when duplicating creatives.