I agree it does not seem like reasonable behavior for enterprise software - but this restriction is imposed by the JMS specification. The JMS 1.1 spec, section 6.66.1 says "Only one session at a time can have a TopicSubscriber for a particular durable subscription".
That said, WebSphere MQ does provide a vendor-specific option that allows you to do what you want: see the CLONESUPP
Connection Factory property. This is documented in the Infocenter at the CLONESUPP
properties page.
While it's specific to MQ, if you specify this using administered objects you code will not need to use any vendor-specific methods.