Depends what you are aiming for.

If you e.g. try to achieve status it is most unlikely to keep a higher tier status at two or more airlines unless you fly a lot (best paid premium cabins). Since you do not seem to be that kind of person:

If you're just looking to collect miles it doesn't matter too much as long as you collect enough miles over a reasonable amount of time to make use of them. You want to choose a program where miles do not expire and probably only one program for each alliance (*A, OW, ST) to bundle your options.

Having miles in different alliances also gives you more options to use the miles as some regions are better served by on or the other alliance.