I use different wallets because:

1. As a precaution. Handling all your transactions with just one bitcoin address is too risky. Since I use online wallets only, the risk is high, so different wallets on different wallet providers.

2. Fee. Too many small transactions to a single address will pile up the inputs and end up with a high fee for outgoing transactions especially if you are using a blockchain wallet.

3. Fee less transaction. Xapo to Xapo, Coinbase to Coinbase.

And just for fun a couple of custom personalized addresses.