Thats because Canon stuck with slow SD Card technology. In the Nikon D810 the SD card supports UHS-1 so the differential is not so great - the D810 maxes out at around 95MB/s with a CF card while the SD card maxes out at around 72MB/s.
So for security and backup by all means write to both CF and SD card ... but it will limit the write speed and so will reduce the buffer size* and reduce the max number of continuous shots possible.
Note * the buffer size isn't actually reduced of course, but the limit on the number of continuous shots is a product of both the buffer size and the write speed of the cards; the images are written to the card while the buffer is fulling so by the time the buffer would be full, the first images are already on the card so you can shoot more. Its like filling a bucket with a hole in the bottom - while some water drips out, if the tap filling the bucket is running quick enough, eventually the bucket still gets full.