It depends on the individual. I've heard several people say it would be too confusing or wasteful. The analogy offered in Advaita Hinduism is that it is far better to dig one deep well than several shallow wells.
In my personal experience the opposite is true, much to the chagrin of some spiritual friends and family.
We must each obey whatever is our reality. My reality was to reject at an early age the style of Hinduism I was born into, mainly for its unthinking rituals and corruption, and explored Catholicism and then Communism, and Socialism, looking for a means to end human suffering. I settled on agnosticism and atheism-lite with an emphasis on science and technology before seeing that it was hollow too, and riddled with the same rites and rituals and corruption as every system I had encountered so far.
I finally broke into a true form of spirituality when experiencing the spirituality of mountains, rivers and forests. They allowed me to experience the reality of my own body, they allowed me to see that reality was dependant and conditioned. They opened my eyes to some of the same truths as the Buddha speaks of, which left me utterly confused or disillusioned with samsara and forced me to set out on a quest for unconditional freedom guided by philosophers like Thoreau, and Jiddu Krishnamurti.
Stumbling across Buddhism I found a lot of familiar patterns and was impressed with the unquestionable wisdom of the Buddha and decided to stay there a while. Soon enough I found such experiences were also to be found in other religions, like the Hinduism I had abandoned.
In time I saw that the labels didn't matter - whoever had experienced the true essence of reality, had expressed it in their religion, and I saw that the truest scientists like Einstein, and spiritual masters of various religions had experienced the same oneness of creation that I was being exposed to. I don't think Buddhism or Hinduism or any ism has all the answers. The answers are all around us and not within a book.
Any system will be laden with corruption and rites and rituals, it is inescapable. Thus the answers are not in systems, but in a direct dance with reality.
I've settled on Buddhism and Hinduism as the places today to dig my well, but I am not attached to them. It's just a vehicle - not my destination.