That is not the right way to go, since the events that should define the member statuses are different. If you set one smart campaign, it will fire each time any of the event occurs, overloading you instance with totally useless smart campaigns.
Furthermore, imagine that the same triggering event occurs twice, the SC will also fire twice, and yet, the member status should not change. You will have a hard time controlling that the statuses are not changed on the wrong event.
Much simpler to set it:
1 event -> 1 status -> 1 smart campaign
The first matching choice will be the one that is used in the flow step.
So in your example, if someone clicks link in email (any), then they'd be in the "filled out form" status. The flow would ignore the rest of the steps.
I too pondered that a while back but learned that it's not feasible. Also, as pointed out above, Marketo only takes into consideration the first matching flow in a series of "If ___ then ____".