Because the Appliances are not really that good for Management purposes.
So you are taking away Gateway Performance by having the Gateway and Management on 1 box. You are buying bigger gateways then you need to allow for the Gateway and Management performance to be acceptable.
You also get people that don't realize that the Management and Gateway HA is seperate so point at the Cluster IP and then complain when the Mgmt Server synch is broken. ( had quite a few support calls with that )
If you MUST run with Full HA like this then would suggest that run
Gateway HA - Member 1 Active, Member 2 Standby
Mgmt HA - Member 1 Standby, Member 2 Active
point your SmartConsole at Member 2 IP address NOT the Cluster address.
and remember that Mgmt and Gateway HA may not move together but are separate despite being installed on the same box
I feel that they allowed this simply so those 1 to 2 page summary reviews shows that don't need a seperate management server.
Have seen some reviews criticize as not a WebUI driven product but have to install the SmartConsole as well.
About a good idea as the Windows 7 Management Server idea that they went with. Thankfully didn't move with Windows 8 and 10 for that.