Yes I have. I opened a second account right at the onset of this whole thing and before it was explicitly disallowed on the sign up page. A couple of month ago a nosy teller at a local branch noticed I had two separate PANs. I told her to stop what I had asked her to do as I was in a rush... Of course she followed it up with the head office and I had a call from Perth a few days later. I was informed I was only allowed to have one account, and one of the 2 accounts had to be closed. Fortunately this all happened on the 2nd or 3rd of the month, so all points from previous month had already been posted to Qantas.
Edit: I must mention that even though closure of the second account was a bummer, the whole interaction was very civil and courteous. I think it helped by the fact that I was not making a fuss. I enjoyed the benefits as long as I did and when the time came I was happy to move on and not act childish.