Less risk, in short. There are inherent risks involved in removing an organ, whether or not it’s going to be replaced. In many cases, the existing kidneys may not function well, but do have a minimal amount of processing power, and still have a full blood supply. As an additional kidney can be added into the urinary system with less fuss than full replacement, and less overall risk, even if the recipients kidneys are completely non-functional. If the recipient kidneys are going haywire, however, and are sending out all sorts of bad signals or harboring cancers or incurable disease, they’re removed.
Adrenal failure can also occur when adrenal glands are removed from their kidney hosts (as happens when recipient kidneys are removed - often the adrenal glands are not affected by kidney disease), and adding lifelong adrenal supplements to an already-large number of immunosuppressant drugs needed after transplantation is not exactly ideal.
"Piggybacking" or heterotopic transplantation is also occasionally used in heart transplants, particularly when it’s a pediatric patient who is not receiving donor lungs at the same time. It’s also been used in liver transplants in very select cases. However, both of those surgeries are non-standard, and require very experienced surgeons at specialized transplant centers.