You might want to defect from United to American or from Delta to Alaska, but it’s pretty tough to do that and start from scratch with a new airline. You’re well treated as an elite, and it’s rough out there flying without any status (although bottom tier of status can be approximated in many cases with the airline’s co-branded credit card). It’s hard to move your business when you’re used to getting upgrades!
So airlines came up first with status matches. That can be helpful but – from the perspective of the loyalty program – it can also be abused.