*Spoilers*
Was it ever stated that Luke's lived for thousands of years? I don't remember reading that during Luke's ablaze scene...
But, to my knowledge, there's no indication that he was created differently than the other humans. My best guess to how he was acting during his Ablaze is that humans can gain access to the memories of their past lives once they become adept enough at burning their mana. After all, if they can see the future, why not the past?
So, yeah. As far as we know, Luke and Alon only share history with each other in this life. (I mean. Alon knows pretty much everyone, but that's besides the point)
I'm sure some more scholarly dogs have been curious about it, but that's not really going anywhere without the complex thought to back it up-- as well as all the pieces (i.e. human mana, which is exceedingly rare). Shelter's leaders have their own reasons for not digging into it, and the Canine country is under the Observer's rule, who is unlikely to want his dogs looking into history to make them easier to control.
We don't know about the other races, and I doubt we ever will in this game.
Ooh, lore tidbits in the crossover, ey? I gotta catch up on those 👀
And Cooper lore in particular?? He's the one boi (on the game's banner) we haven't reached yet!! Wonder how important Shepherds are to this world...