Why does anime insist on their characters riding double on their bike, despite it being illegal?
It's convenient.
With one person walking and the other one riding the bike, the difference in speed is typically too big, unless the first person is a very fast walker or the second person has exceptionally good control over their bike at low speeds. The person with the bike could also walk, but then the bike would just be a hindrance. In terms of romance, it's even more in the way.
Watch Monthly Shoujou Nozaki-kun for more information.