I get the sentiment, but for air travel it's totally worth it for me at least. I travel a fair bit at work, and we just use one main airline (and by extension, alliance) by default. The cognitive load is just giving them an eight digit number when we book - that's literally it. And in return I get extra baggage allowance, lounge access with free food, more choice of seat selection, etc. Sure, if you don't do enough travel or have to use multiple different airlines it doesn't make sense, but for a lot of people it really does.
For me, if I just refused to participate then I would do the same flying with the same airline and just wouldn't get any of the free benefits... That's before free flights and upgrades that I can then purchase with the points.
So it makes a lot of sense then to get a credit card that earns extra points into the same account for purchases I would have made anyway. I'm now starting to think about my next trip, which will be business class to five countries in Europe (from Australia). Would cost about $10-15K in airfares (which I would never have paid myself) but I'll have to pay probably about a grand in taxes and most of the points I've gathered over about two years of work travel and credit card purchases I would have done anyway.
At the end of the day, the cost of this is already baked into the services, so you're paying for it whether you participate or not!