I prefer sets to be dedicated but I could see mixed sets that include specialist figures for historical opponents or allies. For example a set of heavy weapons or engineers or officers or radio operators for British BEF combined with similar for early war German specialists or French. It always seems a bit of a shame to me that we lose riflemen in a main set for extras. I always liked that American manufacturer's British mortars and British machine gun sets, not mixed but you got all those bits you didn't really get in a main set like ATRs or 2 inch mortars.

I think for post-1700 AD eras it is difficult for the reasons described by everyone else, but I think it SHOULD be done far more often for pre-1700 eras. The Thirty Years War, English Civil War, Medieval Italy, Medieval Iberia (including El Cid), and the Pre-Classical world would be ripe for this approach.