Because it interrupts her orgasm. The one rule is to continue what you are currently doing when the woman orgasms and don’t stop until she tells you to. Finishing together is nice yeah, but it tends to disrupt the rhythm because the man either stops, slows down, or pulls out. Also, in a lot of cases a woman’s orgasm is longer than a man’s, meaning most of the time you start together but you finish faster, and it disrupts the rhythm as well. Lastly, a woman can finish multiple times, so finishing along with her on the first one means you need to pause/stop, and that can be frustrating for someone who can orgasm multiple times in succession.

I personally prefer her to finish completely first, then I follow shortly after.