This paper presents a distributed setting of model predictive control (MPC) to manage linear multi-agent systems consisting of coupled subsystems. Specifically, local controllers can work in coalitions to improve performance and handle plug-and-play events. This study provides insight into a coalitional MPC strategy based on optimized tubes that handles plug-in and plug-out subsystems. Moreover, we explore an inherent robustness gap to absorb disturbances not covered by the tubes without having to group local controllers. A comparison of our approach with centralized and decentralized MPC is reported using an illustrative example.