Yes this is a point that concerned me, too. We have discussed it some time ago and the overall response was that there is NO WAY for KLM to put those miles of the other airline away. Even if they would act in your name (as of the transfer-form could be understand if really paranoid) and ask the other airline to delete the miles this would not be in the interest of the other airline. And think of the outrage if the customer gets to know it... The comp of the status is a common offer now for some airlines and it does not take away your status of the other airline.