Use additional keys to thwart key compromise?
There is no one answer.  It depends why you think that keys might be compromised.  That has to depend upon a threat analysis, based upon how the protocol will be deployed  and what the most likely failure modes and forms of compromise might be.

For instance, it is pretty clear that a key that is stored in software on an Internet-connected computer is (all else being equal) probably at higher risk of compromise than a key that is stored on a computer that is never connected to any network.  This then leads to protocols where a long-term signing key is stored in a hardware security module (HSM) that's airgapped and never connected to any computer, and is used to sign certificates for emphemeral public/private keypairs, where the private key is stored on an Internet-connected computer.  Such a use of additional keys might have security benefits.

However, just adding extra keys "just in case" often doesn't make any sense, if it's not done to defeat a specific threat.  For instance, suppose we take a protocol that uses some key $k_1$ to encrypt data, and we now introduce a new key $k_2$ that is used to encrypt $k_1$.  If the key-encrypting key $k_2$ and the data-encrypting key $k_1$ are stored on the same computers, and if the underlying encryption algorithms are secure, it is not clear what failure modes would cause compromise of one of those keys without the other being compromised at the same time too -- so in such a case, adding an additional key might not add any significant security benefit.