If your websites link extensively to each other thus forming a "Private SEO Linking Network", then yes, having it all together on one Server or Data Center is a bad thing.
However, just because each website has its own hosting plan with Go Daddy doesn't mean that they are on different Servers or Data Centers. Odds are, they are all probably in the same Data Center anyway (physically located in the same place).
Chances are, moving to an "Ultimate Hosting Plan" will not result in any changes to your websites; it will just be an "Accounting" change.