It's not really about whether it's legal, but whether it looks normal. Very bizarre positions can easily be legal, but they're hard to remember for everyone.
I’ve heard this corroborated by exhibition players who play ten or fifteen opponents at once. They do better with moderately skilled opponents than random people.
I don't know what you mean with "exhibition" precisely; I'd expect that to be true for blindfold chess (where you have to keep all the games in memory the whole time), but not for normal simultaneous as the strong player hardly has to think to find moves good enough to beat random players.
