Done it a couple of times, never works for me I always end up favouring a single wheelset.
My Most recent foray was building up a “CX race” wheelset for my Gravel bike, except the cassettes didn’t quite align so I had to adjust mech position (disc rotors seemed to be fine oddly).
If you’re going to do it, use identical hubs, especially on the rear, would be my advice.
That CX wheelset has ultimately led to me building an additional bike to accept the 2nd wheelset as a dedicated CX race bike…
SO yeah a 2nd wheelset works great, once you build yet another bike to fit it to.