Some people do, although we usually advise not. The main problem is that one of them has a pest or disease it's very likely to spread to the other one. Also their roots may get tangled as they grow and it may be difficult to separate in the future.
However if it's what you want to do I can't see any major harm if they are both healthy.
I read on another thread just now, that the other thing to check is that the plants are similar size and have a similar growth rate (so they will stay similar size). Otherwise one might smother the other and steal all nutrients.