one other difficulty to get all Star-carriers itno an agreement for reciprocal access rights to first class lounges is, that many of them don't even offer first-class flights, others offering first-class flights don't still don't have (real) first-class lounges.
some that come to my mind without offering first-class-flights: Air Canada, Ansett, Austrian, British Midland, Lauda, SAS, Tyrolian (how about Mexicana?).