I ran 11.2-RELEASE for awhile with multiple DEs, and it was fun, but I think your concerns are legitimate. I didn't expect things to work as well as they actually did, but, when I broke things, it was, as you've said, hard to figure out what the problem was. It really is complicated. I was just playing around and experimenting, on a temporary throw-away host that was only intended for testing. Things I did in one environment would affect the other environments. For instance, after installing KDE I discovered I had lots of KDE applications showing up in the menus for other environments, and vice-versa. As another example, I set up one DE to automatically start Firefox at login time, and then discovered that all my DEs were automatically starting Firefox too.
Different DEs have different power management daemons, and I think they were unaware of one another, and unintentionally interfering with each other. Ultimately I scrubbed that system and now I'm testing different DEs by installing multiple, otherwise identical FreeBSD installs on different partitions of a multi-boot host, with each DE installed separately on a different partition. This is working well for me now, and allows me to isolate problems when they arise. One can't realistically expect the people who design and support these desktop systems to anticipate all of the many problems that might arise from coexisting on a host which has multiple DEs installed on it.