Good question. I find it easier to do different English accents, for instance, than, let's say, a European Portuguese accent (my native language). I don't know why. I'm not saying that I could do different accents in English perfectly (most of them are lousy but still recognizable, others are more convincing but still), but maybe since English is a foreign language to me I can experiment with it more easily.
Anyway, I think that doing different accents is quite fun and good practice for advanced learners, as they make you pay attention to phonetics, intonation, and even vocabulary itself. Cheers!