I'd think that if they are in unconditioned space, the more you run would also increase heat gain/loss as the smaller ducting for multiple runs would have more conditioned air exposed to the heat/cold. Secondly, the more connections the more chance of a leaky seal both in the return grill and plenum? Unless you leave doors open then you have pressurization issues or jumpers that probably balance the loss though.
After the required return airflow is satisfied, excess returns in unconditioned space will add to undesired total heat gain / loss resulting in wasted energy.
Sometimes extra returns are needed for zoning, which results in much less airflow from the inactive zone return, but as air travels at a low speed through the inactive zone's return, in unconditioned space it's arrival temperature at the AH is much higher / lower in the undesired direction. Not a huge factor, but it's a calculatable factor that discorages excessive returns...in unconditioned space.