Always have at least two payment processors. If you've got a lot of money on the line, get a third lined up, too.
I agree with you, as you grow, you have to diversify. However, services like Stripe Connect are more difficult and time consuming to replicate. Stripe connect handles the processing of many different accounts and handles skimming the commissions and then depositing the proceeds into the individual bank accounts of your users after doing some cursory KYC. This service is of course not compatible with similar services offered by other processors, so you will have to write all the handling logic and integrate with the KYC providers and possibly separate ACH deposit providers on your own.
In other words, there is a lot of lock-in with services like Stripe Connect.
If you're running a business and you find that it is utterly dependent on some single point of failure, you'd think that would be something you'd want to correct ASAP.
... which is to say that, yes, you and I as people who work deeply in a space, of course we know this thing is a SPOF. Everyone else? They don't know that. It took me a long time to acquire the empathy needed to talk them through this stuff, but it made me a better communicator, and it helped an awful lot of them understand.