Using Audioquest as an example, they are very clear that listening is a significant part of their product development, so it seems that if I like the sound characteristics of one of their cables, I'm likely to also appreciate their other products since they are likely all listened to by the same people.
The potential options for cable brands is essentially infinite, so staying with a single brand does limit the options if you don't have deep enough pockets to trade in everything multiple times.
One downside to sticking with a single brand is that sometimes a company is a one trick pony where it doesn't seem logical that the same basic design would be optimal for power cords, interconnects, and speaker cables since they do different things electrically.
I have Waudio and Pangea power cords, Morrow Audio interconnects, and Blue Jeans Cable speakers cables.