Some things to consider:
- On UA you only earn upgrade certificates for every 10K BIS on United metal when accruing to MP, and I would imagine US is the same. In any case, you cannot use US upgrade instruments on UA or vice versa-- whether certificates or miles. You do get a discount purchasing the other airline's upgrade certs.
- Most UA promotions, like those of most airlines, only apply when flying "native"-- both on the carrier's metal and accruing to their program. US does have occasional promotions for international travel on *A partners, but for instance the 6000 miles I'd accrue on each round trip on the US Shuttle in 2002 is an exceptional rarity.
- Out of LRA you will (ahem) rarely be on US metal. The current US Airways has very sparse offerings in the West you will find it difficult to use those upgrade certs, especially as a "low tier elite." This of course may change dramatically with the merger... but so might the upgrade policy. No one knows for sure yet.
- Even in close partnerships like UA-US, airlines "look after their own" first in the event of a cancellation or delay, although you'll be ahead of the general membership.
That said, FTers do join "foreign" programs for various specific benefits, for instance within Star Alliance
- *A Gold members of any non-US program can access airport lounges on US domestic flights, while US 2 and UA 1P members can only enter on international itins or by purchasing membership or passes.
- Air Canada's Aeroplan, another *A carrier, only requires 35K miles to reach *A Gold, which is 50K on most.
- *A Gold level in Asiana Club lasts for 2 years instead of the usual 1
- IIRC Thai allows family members to accrue into a single account