I would like to know, usually when we're creating a new Web Application, we always just select a new Application Pool.
Is it possible to run multiple SharePoint Web Applications under one Application Pool in IIS?
While it is possible, there should be a good reason to do it. Application pools exist to isolate different web applications from each other.
And while every single application pool run it's own worker process, errors in one of the applications pool won't affect any of the other applications pool and their web applications. The same goes out to SharePoint service applications.
So if you put all your web applications in the same application pool and something with it goes wrong, all your web applications goes down instead of just losing a single one.
The only reason to actually stick with one single application pool i can think of would be limited server resources.