Yes, the OKW type D (U-Shaped) buildings do have a few studios next to each other, there is no connecting door. We had two studios a couple of years ago, and they were next door. However, in all the years we have traveled to OKW with guests, that has been the only time the studios were right next door.
They are often "stacked" or at opposite ends of the buildings, or sometimes in adjacent buildings. We have never been clear across the resort from the rest of our party, they have always book us into rooms that were convenient.