A few thoughts on this (and my mind isn't super clear right now - see my post in Last Person #5).
For some people, it really doesn't matter. Some folks really just want to train, enjoy the accomplishment of learning and the challenge of the exertion. These folks, IMO, have something in common with the people who study swordwork. It's not my way, but it is theirs.
Most styles aren't systematically bad. If someone is studying something that works reasonably well for whatever their purpose is (competition, defensive fighting, etc.), then they may not care whether there's something better for that purpose. For them, changing arts would mean starting over, and they wouldn't be better in that art for a long time.
For those who do care about highest effectiveness, that's not really a style question, IMO. That's a technique question. If a style contains a range of techniques, once you know those, examining them against those in other styles is useful. So, if someone in Brute Fu Do decided their side kick wasn't as good as a TKD side kick, and their round kick wasn't as good as a MT round kick, they could cross train to those techniques. In most cases (certainly not all), the style is a set of principles for applying the techniques (and is learned through the techniques - a whole chicken-and-egg thing).
I think most of us fall somewhere between the second and third groups.