You'd need extra docking mechanisms, which would add a lot of complexity and negatively impact payload performance. By launching 2 rockets you're also doubling

You'd need extra docking mechanisms, which would add a lot of complexity and negatively impact payload performance. By launching 2 rockets you're also doubling the launch cost. With today's prices, it's much more reasonable to design staged rockets and compact payloads than it is to use several rockets so that one of them may fly further. SpaceX aims to overcome this with starship, which is designed to be be refilled in orbit, but we have yet to see if and how it works.