It is important to point out that the likelihood that all the URLs you want to check are in a single index increases as the accuracy of the metric decreases. Considering the size of Majestic's data, you can't ignore them because you are less likely to get null value answers from their data than the others. If anything rings true, it is that once again it makes sense to get data from as many sources as possible. You won't get the most proportional data without Moz, the broadest data without Majestic, or everything in-between without Ahrefs.