I recently set up my first blogs, and I wanted to use the same custom menu on both of them. It would help maintain consistency across multiple blogs if a single custom widget could be shared by all my dashboards.
This could be done by making custom widgets from the global dashboard, but I think it would be more intuitive to have a "global" or "share" check box in the existing customization process. The widget could then show up in the "inactive" area.