I still hesitate. Let me tell you why.
First, in All on My Mac I have 477 contacts; in All iCloud, 553. In the majority of cases, if not all, the contact in All iCloud should be kept, but I would appreciate more information than what Cancel-or-Merge prompt in your reply offers. A side-by-side comparison would be more helpful.
Second, the real problem that I'm trying to solve is this: birthdays in contacts are appearing twice in Calendar.app. I want them to appear just once. It seems that deleting All on My Mac would solve this problem, but not knowing how All on My Mac got there in the first place, and whether something is maintaining it (sort of like a cache or backup), or whether, once I delete all the contacts there nothing will magically appear there, makes me reluctant to take the dive. Except for the duplicate birthdays in Calendar.app nothing else on the Mac seems to be affected.
Third, a second MacBook Pro has the same problem, except that its All on My Mac has two contacts more.
If you, or anyone else, can shed more light on those issues, I would appreciate it. Otherwise, I suppose I'm just going to have to take a timid first step and, say move just a few contacts to All iCloud and see what happens.