Dear Antonin,
As is indeed recommended in the tutorial, we advise applying MP-PCA denoising to all data combined. Jelle Veraart supports this recommendation in his papers.
But you ask a valid question, and I’ll do my best to explain why there’s no reason to separate individual shells. It essentially boils down to your last sentence:
This is a common misconception. The noise level is constant across b-values (for fixed TE). The confusion arises because the signal attenuates so dramatically at high b-values that the signal-to-noise ratio (SNR) clearly drops. SNR is not to be confused with the noise level.
MP-PCA denoising assumes constant noise level. As I explained above, this assumption is not violated across b-values. Therefore you can safely use all DWI volumes combined, and the larger number will help to identify the data redundancy required for denoising. By operating in local patches, the algorithm also accounts for spatial variation in the noise level.
I hope that clarifies this topic. If not, just ask.
Daan