-
Why? They're completely independent systems in the same housing. I do it every day. It's not just so you can pull multiple shots one after the other, I've got a brew boiler PID controlled at 93 degrees which pulls a shot whilst I steam the milk from an entirely separate steam boiler which is PID controlled at 125 degrees. There's no interaction between the two boilers so I'm pouring steamed milk into an espresso the minute it's been pulled rather than letting it cool whilst I steam the milk...
gorgonzolach-
It's just been my experience of using them. The second boiler for steam is usually much smaller than the main one so it runs out quicker, if you pull a couple of shots and do some steaming at the same time you'll soon need both refilling and heating up at the same time meaning they both go slower. Doing one shot and steaming at the same time might be fine and it's certainly better than a single boiler or heat exchange set up so if it works, fine, but I'd be shocked if you could do more than 2 shots in a row while steaming without losing pressure.
Sumo
I wouldn't expect to be able to pull a shot at the same time as using a steam wand with a non-commercial machine, even a dual boiler one.