I agree with this fully. What's the big deal anyway? As long as their schedules aren't conflicting, it's none of their beeswax where else an hourly employee chooses to work.
I once knew a guy who would show up to work at FedEx still attired in his UPS uniform (UPS was his first job and he was PT at both) ...Got away with it for quite awhile because local management was cool with it, but eventually of course some uppity-up caught wind of it and he was given an ultimatum. He made the wrong choice unfortunately and stayed Purple. That was a long time ago though, when it still seemed to all of us like he was making the best choice.
I agree, the best advice to anyone doing that is simply 'go to work, keep mouth shut - don't ask, don't tell'