Because, even in the simplest case both would involve changes energy/enthalpy and therefore would interact with each other. In particular reactions in one might drive the equilibrium populations in the other and vice versa.

One problem with simply combing the current General Relativity and Standard Model theories is local vs non-local determination. That is moderately complex to explain... perhaps someone has a better source than Wikipedia:

https://en.wikipedia.org/wiki/Principle_of_locality