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On one hand: "Complexity is the enemy of security." Several PKIs in parallel is more complex.
On the other hand: "Security In Depth." Several PKIs in parallel could be more secure. But I'd insist that ALL PKI authentications MUST be successful, otherwise you're just giving an attacker the ability to attack the least secure PKI. It would be a mistake to show users a dialog box:
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BUT: I think it is unlikely people will be willing deploy and keep secure multiple PKI systems, and I think the incremental security is small, so I think the right decision here is Keep It Simple, Stupid.
For example, I re-ordered the fields of SignedPaymentRequest so the entire structure doesn't have to be in memory at once to be processed, which is a suggestion from somebody considering implementing the payment protocol on a very memory-constrained hardware device. There are real tradeoffs if we make this more complex.