On a June trip to Finland, I didn't fly in a Qantas aircraft once, other than to get to Sydney (spent a week there first).
We went (Business Class), BA to Bangkok (necessity), then Finnair direct to Helsinki. On the way back, Finnair from Helsinki to Hong Kong and then Cathay direct to Perth.
Why no QF? Because it wasn't convenient - the waits were either horrendous or the connections just impossible.
The 1st time I went, in Jan, I went QF Perth to Singapore, then QF to Frankfurt, then had to change to Lufthansa to Stockholm. I think on the way back I did Finnair from Helsinki to Frankfurt and then QF to Singapore and then to Perth.
I was naive then and learnt the 2nd time. Would I have preferred to go QF as far as possible? Sure. However, I learn and won't be making the same mistake for the next 2 trips later this year.