That is a good question. It is because it's based on the same package tools that apt-get and others use. These are designed in a way that expects you to provide all the packages to be installed, and then the rest is automatic. This is very good in most cases, but for the Software Center, it causes some issues. You would either need to first select the packages you want to install and then click a button to actually download and install them, or you have to queue applications and then download and install one by one. This provides a much better user experience if you're installing one application than having to use those extra clicks, but it is also annoying when you're "shopping".

It is possible to fix this, so I expect that in the future, this will be remedied, but it does mean recreating or rewriting existing tools, so I don't think it'll have very high priority.

Let me elaborate:

A package may depend on other packages. If these packages aren't available, then the package cannot be installed. So tools like apt-get will first download all the packages you ask for and all the packages they depend on, etc, and then install all of them. So you would then normally provide all the packages you wanted in one go, and they would first be downloaded and then installed.

When you choose to install an application in the software center, you'll usually want it to start downloading and installing immediately. But in order to ensure that everything is in order, only one installation can be done at any one time. That's why when you install an application, you have to wait until that application is completely downloaded and installed before the next download and install can begin.

This could be fixed by not using apt-get to install the packages, but instead downloading the packages manually and then using dpkg to install them once they're ready. You still wouldn't be able to install two packages simultaneously, but you would be able to start downloading new packages while the previously started installations were finishing. In some cases, that would save quite some time, so it is a good idea. But in most cases, it wouldn't really matter so the effort is better focused elsewhere.