Yes I once made a plan to have one VRF per transit provider plus a peering VRF. That way our BGP customers could have a session with each of those VRFs to allow them full control of the route mix. I would of course also need a Internet VRF for our own needs.

But the reality of that would be too many copies of the DFZ in the routing tables. Although not necessary in the FIB as each of the transit VRFs could just have a default route installed.