Energy sharing has significant potential for improving system energy utilization, enhancing operational economic benefits, and mitigating impacts on the main grid. Focusing on multiple user microgrids, energy consumption characteristics and considers integrated electricity-heat demand response and multi-energy interaction are analyzed. A distributed coordinated operation model for multiple microgrids is proposed to support the green transition of user microgrids and energy-efficiency value-added services, while identifying high-energy-consuming equipment and energy-saving potential. The Nash bargaining method is adopted for cost settlement to ensure the willingness of microgrids to participate in coordinated operation, and the alternating direction method of multipliers is used to achieve privacy-preserving distributed coordination. Case studies verify that the proposed model can reduce operating costs, maintain coordinated operation among microgrids, and ensure the convergence and accuracy of the distributed algorithm. Moreover, the model provides energy-saving suggestions, electricity substitution recommendations, and energy information-sharing services, thereby promoting refined and low-carbon energy management and realizing energy-efficiency value-added services for users.