1. Believing that the two are connected is fine but niether of the original creators thought so

2. If some had the ability to manipulate the collective unconsious, it would be limited to the feats in their own universe. Some universes lack such a thing

3. No power is capable of effecting the real world

Okay the real world is off limits ( for you not me ) , but this ability is not limited to one reality . Because the collective unconsciousness and world of forms houses the eternal ideas of reality weather it be from an alternate reality , they still have abstract concepts like time , space , life , death , etc.

It doesn't matter what reality it is and the different laws of nature it has as long they have the same concepts and ideas they can still manipulate them .

If a fictional reality doesn't have the world of forms and instead use Aristotles Universals, the world of form user can't do anything. The World of Form would allow them to be essentially omnipotent due to being able to control realty's expression of the Forms. But in another universe such as a world where Aristotles Universals is the truth, they can't do anything

Furthermore, Carl Jung's collective unconsious isn't how humans know ETERNAL concepts which are Forms. It is all about an unconsuis which is shared by all of mankind. In that sense, it is similar to how Plato thought we all knew what they were due to a soul originating from this world of form -disfracted memorys essentially

Again that's half of it.