I'd argue that credit scores are vastly overrated.
If you're making choices that are good for your long-term financial good, your credit score will fall into place.
Here's an example of how credit scores aren't really all they're cracked up to be: Some 17-18 years ago my husband and I bought a car and financed a part of it. When we were doing the credit application, the salesman commented, "We don't see many of those." When we asked what he meant, he said we had a perfect credit score. Not good, PERFECT. He actually showed it to his boss. Fast forward a few years: We paid off our mortgage, purchased a larger house with no mortgage, moved up on the salary scale, increased our savings -- in short, we were doing better financially. We no longer needed to borrow for anything. And what happened to our credit score? It went down. No, we didn't stop paying our bills; rather, the score went down because we were no longer making payments on various things, and that hurt the score.
Has our dip in credit score hurt us? Not at all. No, we aren't paying more for insurance, aren't unemployable, etc.
So a person who is really financially secure doesn't automatically have a good credit score: Keep the real goal in mind, and remember that the banking industry values your ability to pay -- not your savings.
Back to the original question: Ask yourself what's best for your long-term financial security. The right choice is probably NOT keeping open a bunch of small accounts.