I've always wondered why they do this.
Might it have something to do that the H4 bulbs we all use have two filaments in, one for dipped, and one for main beam?
I think it stops you switching both dipped and high beam on as the bulb would probably get too hot, maybe?
I've thought about trying a MK2 indicator stalk as this allows you to 'flash', but not sure what problems that might give.