These alliances are not all they're cracked up to be. They're mostly created for the purpose of SELLING tickets, and the mileage aspects are secondary.

For an extreme example, look at AA and BA. Let's say you're a business person flying often between the US and Europe (to or through London), and you have to make reservations last minute. Well, you can't earn (or redeem) AA miles on BA flights US<->London and you can't earn (or redeem) BA miles on AA flights US<->London, but if you're booking last minute, sometimes only a BA flight may be available and sometimes only an AA flight. If you AREN'T participating in both programs, you simply earn no miles at all, so doesn't it make perfect sense to participate in both in such a case?

Even where you can earn on a partner, you may earn vastly different numbers of miles depending on which alliance partner you credit to. Then different alliance partners may have significantly different award levels to the same desitnations.

Now, obviously, if you only fly just enough miles a year to qualify for the minimum elite level at one airline, it doesn't make sense for you to split that. But there are a number of people on this site who fly hundreds of thousands of miles a year (often because they fly a lot internationally), and in those cases it's not always better to put all the miles into one airline, whether the other airlines are in the same alliance or not.

And one advantage to going after miles in another airline in the same alliance is that you have some elite priveledges like lounge access and priority boarding already established across the alliance, so it's less "painful" that starting over with a non-aliiance airline where at first you have zero priveledges.