Indeed, since each Zigbee network can only have a single Zigbee Coordinator a more logical question/request would be to ask why you can not install two instances of the ZHA integration in one instance of Home Assiatant.
…and it seems like the zha/zigpy developers are slowly moving in that direction or are at least working on key features that would possibly allow that in the future, so if you are a developer and want to check it out or help then see this → [DO NOT MERGE] Add web socket server by dmulcahey · Pull Request #271 · zigpy/zha · GitHub
If you are an end-user then you can just wait however there are slme info and discussion about all that in this thread → Zigpy developer(s) begun work on external zha library and ZHA WebSocket Server ("ZHAWS") implementation to allow it to run as a stand-alone Zigbee Gateway application?