It’s a software stack limitation. ModemManager, NetworkManager and mmsd-tng all need to handle multiple simultaneous PDP contexts and be able to correctly route packets to appropriate interfaces, including things like DNS resolution. I’m pretty sure there was some progress happening towards that upstream, but I don’t know what the current status is.
The best way to make sure this is going to be well-supported is to use a service that requires a separate APN and be annoyed by that enough to contribute patches 