Accessibility (and possibly other stuff) breaks if you try to use multiple non-nested main loops. I've seen this in an application that has a structure like this

1 Create and show window1
2 Enter the mainloop
3 Quit the mainloop when window1 is closed

[Accessibility breaks here]

4 Create and show window2
5 Enter the mainloop
6 Quit the mainloop when window2 is closed

I'm not sure if this is even supported or if there is a sensible use case for it. 
Though if it's not supported I think it would be good to document it (I haven't looked too much but it's not mentioned in gtk_main and gtk_main_quit docs) and, more importantly, to show some error if an application tries to do it.