Most oils are using similar enough chemistry that compatibility isn't an issue and you can add whatever you want to the oil. But when you do, you no longer know what you are getting.
When you buy an oil, the only way to tell what you are getting is based on the specifications and product data sheet. So you
do know what you're getting.
What you are suggesting is actually creating an unknown.

BTW, no one said engines are going to blow up. That's absurd. Of course you can mix oils.