Why is it rare for a person to have 2 (or more) infectious diseases (for example: Flu & Cold together at the same time)?
Although it's rare, it happens when the immune system is weak (e.g when patient has both AIDS and Kaposi's sarcoma).
What makes you consider it is rare? It is not at all uncommon to be affected by two infections. Typically I agree we aren't as the number of infectious organisms that we are exposed to which cause a clinical manifestation (i.e. aren't controlled by the immune system) are low. Nevertheless, any chronic infections such as herpes viruses may often manifest when we are under stress with another infection, many bacterial pneumonias are more likely to occur when a viral infection is also present and of course the many immunosuppressed people. Arguably a lot of infections are by two or more causative agents as often if one is able to enter where it shouldn't, another may, but one is likely to be more dominant. Furthermore even our infections can get infections with bacteriophages infecting the bacteria we are infected with.