not only can you not sign up to many services, customer support can often get confused when you need to email reply to them and you cannot email from your aliased email. they see you as a separate user not in their system, or the wrong person replied to the support ticket, etc.
On Fastmail, at least, this isn't a big issue. For a catchall account, if I reply to an email[0] it automatically addresses the reply as from the alias. It is editable in place, too, in case I want to give it some other name.
But why would you not be able to reply with the aliased email? I do this regularly. Of course your mail client needs to support this, but using Mutt this is absolutely no problem (just change the FROM header) and I have heard from other users who use Thunderbird that they can also create new identities (just not as easy on the fly). In fact I wrote a small script for Mutt that would automatically set the correct sender if I reply to an email that contained a wildcard. Works pretty well.
Can you not reply from a user+foo@example.com alias? I use the catchall approach (so just foo@example.com when signing up for foo), but if I need to email customer support I'll just send the email from foo@example.com. I've never tried that with a + in the account though to see if my client supports it.
not only can you not sign up to many services, customer support can often get confused when you need to email reply to them and you cannot email from your aliased email. they see you as a separate user not in their system, or the wrong person replied to the support ticket, etc.