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Well, if you look at scores from the 20th century, you will find individual dynamics a lot. In the early 19th century dynamics just weren't notated in all detail, and even much less in the 17th or even 16th centuries. The composers of these times didn't focus on dynamics as much and concentrated more on notating other aspects of the music.
But look at a score by Varèse for example, say Déserts. I consider Varèse one of the most sensitive composers when it comes to dynamics, and while there -are- passages where every instrument plays ff, during most of the piece there are many different dynamics going on at the same time. And the same applies to many other 20th century composers. But as I said, if your intention is to emulate a certain style, it definitely makes sense to do it like Beethoven and generally go for uniform dynamics.
As for the "solo" versus "group" feeling: That's a fair point and it does make sense. However, the individual musicians do not play from a score, but from individual parts, and therefore, say, the first flutist doesn't know whether the first clarinet has a "mp" in her or his part or a "p" and usually one won't bother to look or ask either, so one judges primarily by how it sounds whether a passage is probably meant to be played as a group or "soloistic".
But I think another problem here is that there are two "schools" of writing dynamics: One (the generally preferred one) which marks dynamics relative to the instrument, meaning that a "mf" results in something entirely different depending on whether a trumpet is playing the part or a flute, and another that tries to go for more "absolute" values, for which a "mf" or a "p" means about the same loudness independant of what instrument it plays and in what register. Most of the times it's a bit of a mixture between the two though, which makes dynamic markings always a bit of an ambiguous question.
To repeat, it's definitely appropriate to go for uniform dynamics in a "Beethoven-style" or "Schubert-style" piece of music. That doesn't mean however that it's an absolute principle of orchestration. (Personally, I highly respect the teachings of experienced orchestrators, like QcCowboy. But I'm skeptical of just following "rules" without understanding the reasoning behind them. If I can't follow the reasoning, I'd rather try something out, possibly fail, and learn.)
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