Showers can be too big (even if sealed). To accommodate a wet room, it's probably too big. Given that showers are the day-to-day thing, I wouldn't want to detract from the shower experience too much.

Second, bathtubs are easier to keep clean when separated from a shower. All of the steam from a shower get faucets, nooks, tile, etc. gunky around a bathtub.

Third, part of the appeal of a wet room is it seems luxurious, maybe even sensual. But showers are utilitarian in real life. There will be 50 bottles, hair clumps, razors, etc. Walking through all of that stuff to get to the bath will detract from the experience of taking a bath. If the bath is separated from the shower, it can be more of a luxury.

That said, if you are tidy and don't mind extra cleaning, being able to steam the wet room before a bath can make it a nicer experience.

At the end of the day, it's a matter of taste so do whatever works best for you.