Genre-lizations

I like genre fiction – read a lot of it to be honest, sci-fi, fantasy, thrillers, crime, police procedurals and so on. So when I write I don’t like to write just one genre. My published books at the moment are sci-fi ish but also contain bits of horror, or fantasy or a dollop of humour. Waiting to be published and/or written I have books that are just fantasy, thrillers, crime and so on. But received wisdom seems to be that you use a different author name for each – but why? I read an interview that Iain Banks write once about wishing he’d never started using the Iain M Banks name for his harder science fiction as it meant some people didn’t read those, when actually they might have got into them if he hadn’t flagged them up with a different name (albeit not a hugely different one).

I personally like Ian Rankin’s books, I love Rebus and I also really enjoyed his Dark Entries graphic novel that he wrote. I didn’t think ‘Oh no Rankin has betrayed me by not writing a police book!’ So my question to other readers is - do you care? Do you mind if a favourite author publishes different genres under the same pen name? Would it put you off?
 
As an indie author I want to dabble and I’d like to take the limited readership that I have with me on those dabblings but of course I don’t want to make people angry with me for doing so. However, if I start using different names that makes a huge difference to my workload as I have to start promoting all those different pseudonyms separately. It’s a conundrum. So I’m throwing the question out there – what do you think?