There is no point to opening an account if you are not going to use it. Depending on the rules of the program, your points may expire in as little as a year, and your account may be closed as dormant if there is no activity. With that in mind, it is perfectly fine to belong to more than one loyalty program, even within the same alliance, regardless of how often you use them.
Cathay Pacific (Asia Miles) and Air France (Flying Blue) are not partners, and there is no way for you to earn mileage on a Cathay Pacific flight in your Flying Blue account. It would thus be appropriate to join a program where you can earn miles. Note that it does not necessarily have to be Asia Miles. Depending on your future travel and earning/redemption patterns it might be better to collect Avios in British Airways' Executive Club, or AAdvantage miles from American Airlines.
In general, however, it is to your advantage to concentrate earning in a handful of preferred programs, one for each carrier (whether air or ground) you use most often, but not more than one for each airline alliance. Remember, frequent flyer miles are not a currency. They cannot usually be transferred from one program to another without extremely drastic devaluations through third parties, and you cannot usually combine points from multiple programs for a single redemption.
With extremely rare exceptions, you can only accrue in a single program at a time, so you would want to apply them where they are most valuable. Concentrating your earning so accelerates the accumulation of miles both for elite level qualification and for redemption. For more infrequent travelers, it helps keep the account active, perhaps reducing the risk that the account will go dormant and the miles be forfeited.