Shock absorbers heat up as they work.... and after a lap at a decent comp, they have all but stopped working.
By fitting two, they do less work each, and therefore last the event (and the year!)
The downside is that twin shocks are very hard, and very uncomfortable for protracted road use. They can also break a chassis (I've seen the evidence)
Note, however, that many of the modern competitive cars now use specialist shocks [eg Fox Shocks]: with larger cylinders, and more cooling capacity.