anonymous user,
Yes, you are right. We can achieve a shared mega menu via associating all sites with a hub site.
For reference on how to create a mega menu in hub site:
Quote from Microsoft:
“SharePoint hub sites provide an important building block for your intranet. They are the "connective tissue" you use when organizing families of team sites and communication sites together”.
So both team sites and communication sites could join to the hub site, it’s not necessary to convert team sites to communication sites.
Please refer to the following image to connect the team site to hub site:
For better understanding the hub site, please refer to:
https://learn.microsoft.com/en-us/sharepoint/planning-hub-sites
Thanks,
Echo Du
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