I agree with @CopdGirl that it depends on each person. If I may give you an example of mine and my families experiences. I am 1 of 6 siblings. 4 of us have COPD, mine is caused by RA, 2( a & b) bro and 1 sis (a) by smoking, 1 sis (b) because of MS, and finally 1 sis (c) by severe untreated Allergies and Asthma. We all are hereditarily exposed to Coronary Artery Disease with bro (A) no heart issues, bro (B) heart attack and stents placed, sis (b&c) both having heart attacks and stents, sis (a) nothing, myself 3 stents placed no heart attack. See even though we have the same diseases we are all still different. Neither the Lungs or the Hearts in all our cases caused the other to go bad or have issues. Yes, it could possibly happen to some people I would think, but not to all. I think for you to maybe get a good peace of mind and reassurance it would be best to talk with your doctors, even ask for a check up with a Cardiologist to ease your mind, it never hurts to get what the medical world calls a base line for future reference, just like they recommend for mammograms.
As for lung collapses with my family, I am the only one that has what was found is small air sac collapses sporadically throughout both lungs. The others do not. Oh and we are all at different stages of COPD, lucky me, I am the worst, but a middle child of the heart issues LOL...
Hope this helps you ease any worries, but again always check with your medical team for you are a unique person and they advise you about you..