The only time I have a problem is I have go to the AF lounge in Paris (on a AF flight but put my Skymiles #), at that time I am silver with SM, but Platinum with AF (I do this to get my Diamond SM). But want to use my FB Platinum to access the lounge.
The problem is the agent replace my SM #, by my FB # at the lounge (without advise me).
Now, I am careful and advise the agent to keep the # I want. They never have give me any problem (only ask me why, and I say them is to "balance" all my flight between the 2 programs).