A swarm can do something like multi-ply thinking even if none of its individuals can.
It doesn't do it by understanding, it does it by brute forcing it.
Some of the things that end up sticking are, by happenstance, multi-ply kinds of ideas.
If you benefit from the swarm (you benefit no matter who wins the lottery ticket), don't worry about multi-ply thinking, the swarm will brute force it and find it.
But if you're an individual (you only have one lottery ticket) multi-ply thinking will make it more likely you find new game-changing hills.