Clearly 'orphan' miles are of no use, but learning how to redeem miles effectively and efficiently is a lot more research and work than earning them. I would hate to have all my miles in one program and have no availability on that particular program for the trip I want. As has been noted, many (most other than Delta and US) programs allow one-way travel for half the miles of roundtrip, so you can piece together a trip.
Also, everyone has different needs and wants. You might want two simple roundtrip business class tickets to Paris; I want 4 tickets to the opposite side of the globe each November with as many open jaws, stopovers and 23 hour layovers as possible in ~10 days. I would gladly ride in the baggage compartment if that's what it takes to show my kids the world.