From what I could find in the scientific literature, there is an association between autoimmune diseases and myeloproliferative neoplasms. People who have an autoimmune disease are more likely to develop an MPN during their lifetime. Chronic inflammation and changes in immunity seem to be part of both groups of diseases.
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC28...
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC77...
https://onlinelibrary.wiley.com/doi/full/10.111...

Some of their mechanisms might overlap, sometimes similar genetic mutations might increase the likelihood for either an autoimmune disease or an MPN.
https://www.clinexprheumatol.org/article.asp?a=...
https://www.sciencedirect.com/science/article/a...

This is a Google Scholar search with plenty of studies that could offer an answer to your question regarding this overlap between autoimmunity and for MPNs:
https://scholar.google.se/scholar?q=chronic+inf...

Many hugs of support 🤗

Autoimmunity and the risk of myeloproliferative neoplasms

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2895049/

KEY ROLE OF INFLAMMATION IN MYELOPROLIFERATIVE NEOPLASMS: INSTIGATOR OF DISEASE INITIATION, PROGRESSION. AND SYMPTOMS

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7746200/

Thanks a lot! This is very interesting.