This study examines the impact of adding dimensions (objective functions) to the optimization process and explores how prioritizing certain metrics within Pareto front calculations affects model quality in Marketing-Mix Modelling (MMM). Using Meta's Robyn library and Nevergrad for optimization, we evaluated models across NRMSE, Decomp.RSSD, KL Divergence, and MAPE. Results indicate that, as anticipated, augmenting the number of optimization dimensions leads to a deterioration in model performance, specifically in terms of metric optimality, which in turn results in less reliable insights. It also highlights the phenomenon of indexing, where prioritizing specific metrics, in the sense of choosing them as the organizing metric for the Pareto fronts (e.g., by NRMSE, Decomp.RSSD, KL Divergence, or MAPE) impacts outcomes, demonstrating the complexity of multidimensional optimization. These findings have far-reaching implications not only in marketing but also in other domains that leverage multi-objective optimization through Pareto fronts. The results show that models from two-way optimization performed as good if not better than those from three-way and four-way optimization in balancing different objectives. However, when evaluated using Decomp.RSSD, the difference was less clear. This suggests that as the number of objectives increases, the trade-offs between them lead to a decrease in overall model quality. Hence, we have the title of the paper: "Only Two Can Tango at the Pareto Front".