Many people find that after reaching the highest tier (only 75k miles on DL/CO/NW, and less in paid FC or full Y), there are few benefits to accumulating additional qualifying mileage in their main FF program. On the other hand, depositing those miles in a different program can earn them elite status on the other carrier.
Consider the example of a DL platinum who has just flown 75k miles. He can try to put another 50k on DL to get the next benefit, but that is not a guaranteed reward and changes from year to year. Or he could put the next 50k on NW which would give him gold status there. With NW's large FC cabin he would have a good chance of upgrading on his NW travel, and due to the reciprocal agreement between CO/NW he would also have the chance to upgrade on CO flights.
Also, sometimes people relocate or change their travel patterns, thereby making a different FF program the logical choice (even in the same alliance).