For this one, it really depends on your travel habits. DL and UA both offer comp. upgrades and EC+ upgrades for you and your +1 on same PNR. Having status in both programs would allow you to maximise benefits during award travel with either carrier. If you're only worried about award travel, I would keep them separate. While you're probably not going to get any upgrades with either, you'd at least have access to E+/EC+ seats, which could be nice on longer/intl flights.