There are pros and cons of joining or not.
If you like stats like Eddington numbers and have something like VeloViewer calculate it for you, then a joined together ride of, say, 600km will only be counted once; even though it may have taken you more than 1 day. So, for instance, my Eddington number according to that is low 90s, whereas the reality is that it almost certainly quite a bit higher (stuff like 600s, LEL, PBP etc. all counted only once rather than the individual days).
That said, I like having just the one ride recorded for my personal form of OCD. I don't want to look at day 3 of LEL, rather the whole thing.
If you play the strava gran fondo game, then a ride of over 24 hours does not count.
I generally join things together, but accept that it screws up some things that may or may not matter to you. Ultimately as vorsrpung says, it doesn't matter anyway.