I'm retired from the Guard and spent most of my Guard career with two different carriers.
Some of the F/Os I work with do both and schedule around each other. When I was in, I scheduled around my drill weekend so I wouldn't incur any pay loss. A F/O I flew with recently flies KC-135s in Kansas. His schedule can be difficult at times but he makes more flying with the Guard than with Comair. A former Comair F/O flies F-16s in the SDANG. He purposely flew as much with his unit as he could and used a lot of government leave time from Comair. So far as I know, neither regretted their decisions.
Although I didn't fly, I never regretted my decision to do 20 years in the Guard. Ocassionally, I had the opportunity to do 2,3,4 day active duty periods with very little notice to Comair. They never gave me a hard time about it.
Fly safe!