Because the overlapping zones only overlap by half (at least in my case, though I suspect in most cases).
With head to head coverage, one head does half the watering between those two heads and the other head does the other half. That's true in general, even within the same zone.
At the zone boundary, one zone does half and the other zone does the other half. So if the two get out of sync, you do two half waterings on different days, rather than the full deep watering you should get.