The way you are using the word "alliance" is extremely broad. Different groupings require different levels of solidarity. For two people to work together in political activism, they need high levels of solidarity and aligned goals, otherwise they will be working at cross-purposes rather than co-operating - hence "weird" alliances are difficult. For two people to shop at the same store, they barely need any alliance at all - just don't get into fights in the aisles! Vegans and body-builders who both shop at Holland & Barrett are absolutely not entering into an implicit bargain with each other, and if they use the products for different purposes, it doesn't disrupt the others' use. So "weird" alliances are easy - and over time, they dissolve the lines that blur the groups. I very much doubt whether vegans and body-builders do metaphorically "hold their noses as they put their cash down" - when they go shopping, they are just customers.

This, of course, is why the free market and the commercial culture are the great solvents of clannishness and bigotry - they facilitate these "weird" alliances by providing a common set of rules that allow everyone to pursue their ends without disrupting the others. As Voltaire wrote as long ago as 1733:

Go into the London Stock Exchange - a more respectable place than many a court - and you will see representatives from all nations gathered together for the utility of men. Here Jew, Mohammedan and Christian deal with each other as though they were all of the same faith, and only apply the word infidel to people who go bankrupt. Here the Presbyterian trusts the Anabaptist and the Anglican accepts a promise from the Quaker. On leaving these peaceful and free assemblies some go to the Synagogue and others for a drink, this one goes to be baptized in a great bath in the name of Father, Son, and Holy Ghost, ... and everybody is happy.

Voltaire, Letters on the English, VI.