You probably could get by with programming all the control channels as one system, if you are just passing through.
If you absolutely want to be sure that you do not miss a site, however, then you should program each site as its own system.
The way I understand it, the radio stops on the first active control channel it hears, listens for transmissions, then moves on to the next system. It does not, as I understand, keep withing the system to see if there are other control channels that may also be active. So if you happen to be in an area where you radio could receive two (or even more) active control channels, you'll miss the additional ones).
Whenever I go through an area, I program mine as a separate system for each site. With the Butel software, it is made quite easy to do that, particularly if you download the stuff from the website.