Disclaimer: I have not been involved in any admissions process.
That said, here's what I know. Schools do coordinate somewhat, at least for things such as choosing non-overlapping visiting days, so the mechanism for exchanging information exists. Still, I doubt they would bother to exchange notes except in the case of the discovery of grave misconduct, such as substantial lies on someone's application.
So I think you're probably in the clear. This is doubly so since (if?) you're applying to different departments at different institutions, because in that case there are clearly far too much people with too little overlap to make such communication worthwhile.
There are also possible legal issues with different institutions sharing information about applicants -- I'm not sure what those are.
Still, next time, I would be more careful. In most cases, it does little harm to suggest that you have broader interests than what you focus on in your statement of purpose, assuming you show that you are passionate about and willing to commit to your chosen program. In fact, it could do substantial good to suggest your scientific interests are not closed.