An absolute problem when you do this to one or more outputs of, say a Z or ZW, a somewhat serious cause for concern when you do this between/among outputs of phased postwar transformers. Damaging high amperage fault currents are quite possible.
But not an issue between outputs of separate CW's(as pointed out in the Lionel diagram). While there may be a measurable voltage potential between circuits, there will be very little if any fault current even if one is set to 5 volts and the the other to 17 volts. The one set to 17 will carry nearly the whole load through the triacs, it won't "backfeed" or short out the other one. Try it.
So, can you parallel two CW's mechanically and will it work? Well, sure, for power. But it's a very clunky proposition, and then you have to consider the button operations too - Bell, Whistle, Direction. It's just not practical. Get a GW-180, ZW-C, or a ZW-L if your power demands require it.