IF I were in a situation where one airline and its alliance partners couldn't meet a good-sized fraction of my travel needs, and

IF I could be sure of reaching top-tier on my primary airline AND at least first-tier on a reasonable one for the rest of my flying,

THEN - and only then - would I suffer through the process of climbing the ladder with the second airline in addition to the primary one.

This is not emotional loyalty, though I confess that at times I feel that. This is based on the tangible benefits of status and the way I'm treated as top-tier.