Abstractive multi-document summarization (MDS) is the task of automatically summarizing information in multiple documents, from news articles to conversations with multiple speakers. The training approaches for current MDS models can be grouped into four approaches: end-to-end with special pre-training ("direct"), chunk-then-summarize, extract-then-summarize, and inference with GPT-style models. In this work, we evaluate MDS models across training approaches, domains, and dimensions (reference similarity, quality, and factuality), to analyze how and why models trained on one domain can fail to summarize documents from another (News, Science, and Conversation) in the zero-shot domain transfer setting. We define domain-transfer "failure" as a decrease in factuality, higher deviation from the target, and a general decrease in summary quality. In addition to exploring domain transfer for MDS models, we examine potential issues with applying popular summarization metrics out-of-the-box.