Moulana Ashraf Ali Thanwi (Rahmatullahi Alayh) writes: “… When the condition prevalent amongst most people is that they follow that which appeals to their personal reasoning then if they are not going to be restricted to any mazhab, their actions will definitely be based on self-interest. The outcome will then be like the person who bled after having performed wudhu. According to the Hanafi mazhab, his wudhu is nullified, and according to the Shafi`ee mazhab, his wudhu remains intact. Therefore, he decides to follow the mazhab of Imaam Shafi`ee (Rahmatullahi Alayh) in this mas’ala. Thereafter he touches his wife, and since touching one’s wife nullifies one’s wudhu according to the Shafi`ee mazhab contrary to the view of the Hanafi mazhab, he opts to follow the mazhab of Imaam Abu Hanifah (Rahmatullahi Alayh) in this mas’ala. The result of this is that none of the mazhabs regard his wudhu as valid, neither Imaam Abu Hanifah (Rahmatullahi Alayh) nor Imaam Shafi`ee (Rahmatullahi Alayh).
If he performs Salaah, his Salaah will be invalid according to both mazhabs (according to Imaam Abu Hanifah (Rahmatullahi Alayh) due to blood flowing from his body and according to Imaam Shafi`ee (Rahmatullahi Alayh) due to him touching his wife). Hence, the one who adopts an attitude of following his desires in all matters of Deen remains a worshipper of his nafs (personal interests) and there will be no Deen left in his life. Thus such a concoction and mixture of the various mazaahib is impermissible according to all the Imaams.
The difference between us and the Sahaaba, is that the primary concern of the Sahaaba was the fear of Allah Ta’ala and commitment to Deen. Conversely, our greater concern revolves around securing our personal interests and image in society. Hence, we are prepared to compromise our Deeni values in order to secure our personal interests. Thus we understand that there was no real need for the Sahaaba to confine themselves to following one mazhab or one Imaam (considering the fact that the era they lived in was an era replete with many Mujtahideen.)