Why is obtaining multiple doctoral degrees advised against?

I always hear justifications from people I know from universities saying "it takes too much work" or "you wont have a life." However, for me, learning mathematics and physics is my life. If it were not for practical financial matters, I would go for three PhD's if I could. I love knowledge and learning, it is the greatest treasure in my life. But, does anyone know anybody that has two PhD's? That is what I want to do