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Starting from the concept of the Cloud Radio Access Network (C-RAN), continuing with the virtual Radio Access Network (vRAN) and most recently with the Open RAN (O-RAN) initiative, Radio Access Network (RAN) architectures have significantly evolved in the past decade. In the last few years, the wireless industry has witnessed a strong trend towards disaggregated, virtualized and open RANs, with numerous tests and deployments worldwide. One unique aspect that motivates this paper is the availability of new opportunities that arise from using machine learning, more specifically multi-agent team learning (MATL), to optimize the RAN in a closed-loop where the complexity of disaggregation and virtualization makes well-known Self-Organized Networking (SON) solutions inadequate. In our view, Multi-Agent Systems (MASs) with MATL can play an essential role in the orchestration of O-RAN controllers, i.e., near-real-time and non-real-time RAN Intelligent Controllers (RIC). In this article, we first provide an overview of the landscape in RAN disaggregation, virtualization and O-RAN, then we present the state-of-the-art research in multi-agent systems and team learning as well as their application to O-RAN. We present a case study for team learning where agents are two distinct xApps: power allocation and radio resource allocation. We demonstrate how team learning can enhance network performance when team learning is used instead of individual learning agents. Finally, we identify challenges and open issues to provide a roadmap for researchers in the area of MATL based O-RAN optimization.