It's not an instantaneous operation to switch a context. We can't do tasks in parallel if those tasks aren't fully automatic/routine. Anyway, you're going to miss focus somewhere while trying to pay heed to something else.
I like to eat and watch something simultaneously though it's not how it is: I try to catch a flavor, compare it with the previous meal, and also comprehend what I'm watching. Though I choose entertaining things to watch, not learning algebra, it's hard to pay attention to jokes, a focus is moving fast.
It's more arduous when I do mental work. Some tasks require loading a lot of context in your head. When I need to do other tasks in parallel, the previous context is gone. It takes time to recover it and not to lose.
When I was working at software companies that do outsource, it was troublesome to keep track of 2+ projects. Sometimes there were 5+ projects. I wasn't efficient enough. If I was doing one project full time, it could have much more sense. I haven't had to lose my attention to switching focus operations.
It's like a motherboard that has several graphic adapters and 3+ RAM chips with different frequencies. It's hard to make all of them work efficiently.
Even having multiple tasks to do, it's worth saving context information in some way. For me, writing down notes works great.