Given a travel related situation, and given a specific question about the situation, summarize the question into a title

I am a frequent traveller with Etihad program, so I have miles there. Alitalia is in the Etihad Airways Partners program, so whenever I fly with Alitalia I still save my miles on the Etihad program. 

Next month I have a flight with Aeroflot: looking at their loyalty program, they are in SkyTeam, which involves also Alitalia within the partnership. 

How is it possible that flying with Alitalia I can be in two different loyalty programs? 

Will I be able to use the miles with Etihad program?

Should I join the SkyTeam Alliance (but I didn't understand which of the "sub-alliances" I should apply for)?

How can I earn miles from these flights and enjoy them? 

I am also in the Miles&More frequent traveller program, but I think for this flight it is useless. 

Frequent traveller program