If I try to set up an hotspot in GNOME, I get the following message:

If you have a connection to the Internet other than wireless, you can use it to share your internet connection with others.

Switching on the wireless hotspot will disconnect you from <network name>.

It is not possible to access the internet through your wireless while the hotspot is active.

What are the technical reasons why I can't set up an Hotspot and be connected to the Internet at the same time?