@anton_chuvakin I proposed the same idea, called it the "SIEM of siems" last year to my management : use the own vendor siem where possible , and connect the alerts only to a vendor neutral SIEM that would also take logs from other Saad services. Build a mechanism to correlate the datas from where they are instead of pushing everything in one place.
I was arguing the following :
1 each vendor is in general in the best position and has the most intelligence on their domains security : AWS for AWS, google for Google, etc.
2 in general, keeping most logs within each vendor perimeter is cheaper for instance azure ad logs for sentinel are mostly free. We also avoid volume transfers and a lot of points in the data chain that can break.
3 we end up with an architecture that is scalable and opened to new technologies and products entering the company over the years.
It's not easy and needs a lot of discipline, but I think this would give the most value to small security teams eventually.
But... It requires complex thinking and up management that is able to look years from now. The initial investment in engineering and infrastructure is pricey and lowers over time. Eventually I was not able to convince my upper management.