Another newbie rakeback question

[Sincere]

Im new as far as rakeback is concerned. Im looking to get into this and have been checking out the classifieds for the last week. However I have noticed that different rakeback sites offer different rooms. Some offer certain rooms and some dont, others offer different rooms and not other certain rooms blah blah blah.

My question is then, is there anything wrong, illegal, or immoral with having more than one affiliate, like one for empire and another affiliate for UB, another for absolute, etc?

Thanks