Absolutely none. Some users do things like list their own alts, though these can fall out of date, and are entirely optional.

Lemmy (and PieFed) allows you to migrate your blocklists and community subscriptions, and PieFed will even pull in all old posts from a community to help migrate it over, though there is still a disconnection point between the new PieFed account for people vs. their old Lemmy account, which are separated.

Some people, like Blaze, create alts all across the Threadiverse for unrelated reasons - primarily since Lemmy reports do not actually federate (though PieFed ones do, see report) - while other people specifically grab other people's account names just to troll them (or at least some of those alts claim that much:-P), leading to all manner of confusion as to who is then trolling who.