Having accounts in different Mastodon instances, for example, allows you to see more of Mastodon, because not all servers federate with the other servers, and some servers will recommend you different accounts, or will only partially show you posts from accounts on other servers. It also allows you to test out each one of those instances, allowing you to have some time to think before deleting or migrating your accounts. Such an approach allows you to have a different experience on each instance or server, so that eventually you will have different servers for different kinds of content.
Federation is user-driven, not admin-driven: if you subscribe to content on a new instance, that instance will become federated with yours by default.
Defederation is admin-driven, but if done right it’s an added value: if you agree with the admins’ policies, they’re filtering out content you wouldn’t want to see anyway. So it should suffice to make one account on an instance whose policies you agree with—or barring that, an instance that never defederates from anyone.
And for maximum control, you can always start your own instance that just hosts your own account.