with TChain it is possible to access data from many files with a convenient interface. Similar TH? stored in multiple files can be easily accessed after merging the files (e.g. with hadd).
In contrast THnSparse in many files are hard to work with, even though sometimes they are the correct solution when working with data of high dimensionality (e.g. in exploratory data analysis). They probably cannot fit into memory once all bins get filled, so one might only want to add them together after selections have been made (e.g. with projections or setting axis ranges). This virtually always makes it impossible to use tools like hadd which do not allow this level of control. So often handwritten code to iterate over many files with potentially deep directory structures is used.
If inside ROOT there was a class doing for THnSparse what TChain does for TTree most of this would be no issue. Setup could be done on the "THnSparseChain" and expensive operations like Projection() would merge the data from the individual files.
Could something like this be added to ROOT?