I prefer just the opposite: I like having my identities on each site distinct and autonomous. If everyone has a common identity across multiple sites, it prevents any particular site from effectively evolving its own internal community and cultural norms, and raises the stakes of participation.
I segment my identities. A very few things will get my real name (or some variant of it). Most go under a generally-topical alias of some sort or another. I don't mind those aliases gathering their own reputation, but it's no major loss if I decide to toss one at a later point.