It all depends on whether you buy into the idea that you should never "deep clean" a chain - that good lubricant does very little lubricating and a whole lot of sealing out dirt.
If you buy into that idea, then you don't remove your chain(s) for cleaning. (Shimano recommends that you don't, btw.)
If you already remove your chains for cleaning, then keeping a rotating set makes sense as no extra work is involved and it will minimize sprocket wear. (Use a different quicklink for each chain.)
If you don't regularly remove your chains for cleaning, then taking up a practice of rotating chains is not cost effective. How much is your time worth?