Changing cleats often would be a real pain. And I wouldn't want to add another 15 minutes to my ride prep. Not to mention always getting the set up properly.

Having used several brands through the years, I currently ride with Shamino ultegra pd-6800 on my road bikes and Shamino spd pedals on my cyclocross and Bike Friday. The PD's are nicer for long rides, but with a mountain bike shoe or sandals I walk better off the bike in the spd's. I tour, vacation and ride with the grandchildren with the cyclocross and BF.

Yes, requires more than one pair of shoes, but through the years I have accumulated about six, including sandals. (Granted some are pretty worn but still worthy of wearing in bad weather.) I have never traveled to a ride with the wrong shoes--yet.