I've studied a number of things over the years, and for a long time I attempted to keep connected to at least a couple of them. Recently that's changed, and I've begun to let a lot of things go and focus on one thing exclusively. It's OK to spend some time experimenting and exploring different things. No system is the best system for everyone, and you need to find what's best for you and go with it, even if that means leaving some things by the wayside.
Training in more than one system presents some challenges. First, you only have so much time to train. Time spent training one system is time NOT training the other. You are spreading your energy and time out, and that is probably going to make your progression in both styles slower, and possibly cause you to hit a ceiling sooner than you might. I don't feel there's any two ways around that, but if you recognize that reality and you accept it, then OK no worries, it's your choice.
The other issue is that different styles can actually conflict with each other. For example, I study almost exclusively Tibetan White Crane now, but I've learned some Shaolin stuff along the way, most of which I've now let go. In White Crane, we have a very specific way of punching, which includes a very extreme turn of the waist to drive our power. In the Shaolin material, there is also a turn of the waist, but not as extreme as in White Crane. These two methods are similar, but with that crucial difference which makes them conflict. When I practice Shaolin, I am practicing a method that is wrong by White Crane standards, and vice-versa. I am engraining habits that harm my development in the other system. If I practice White Crane, and habit causes me to only pivot as much as is proper in Shaolin, then my white crane is wrong. If I practice Shaolin, and I turn all the way like we do in White Crane, then my shaolin is wrong.
Practicing these two systems together ingrains habits that conflict. Since White Crane is what I focus my efforts on, it doesn't make sense to practice Shaolin as well. Shaolin practice hurts my white crane practice, so I dropped it by the wayside.