Mostly has to do with VGA going the way of the dodo, and how the cards are configured today. All (or almost all) cards made today have two RAMDAC's on then,
RAMDAC - Wikipedia, the free encyclopedia
which can be use to run either VGA, DVI or HDMI, but only one of each at a time. That is why you can use one VGA connection as one of the RAMDAC's on the card is configured to run either a VGA via adapter or DVI connection, and the other RAMDAC is configured to use either the other DVI port or the HDMI port (the same thing would happen if trying to use the "wrong" DVI port at the same time as the HDMI port).