Why do magnetic disks not have multiple heads per disk?
It's been done, but not so much anymore. Early drives were physically large, and used a very simple servo platter to ensure tracking, so multiple actuators was very feasible. At the same time, these big drives had longer seek times and lower RPM, so latency was a problem and therefore worth the effort and expense of dual actuators.
With today's smaller drives using advanced high density track encoding techniques it would be very difficult (if not impossible) to get mechanical coherence between multiple actuators on the same platter. It also increases the complexity of the drive which impacts reliability. Finally, smaller drives have much shorter seek times than those old washtubs so there's less penalty when the head has to hop around. The juice (and added cost) just isn't worth the squeeze with modern drives.
So why did they do it at all way back in the day? The main reason is dual-porting the drive, with a secondary benefit of increasing I/O throughput. This is useful in larger systems with multiple hosts to support fail-over and increase computation throughput.
These same reasons are valid today, but done differently. The dual-port idea persists in SAS (Serial Attached SCSI) at the connector level, again, to support failover and shared working storage. Dual-port SAS drives have two logical interfaces, but nevertheless use only one actuator, with accesses coordinated and scheduled by the drive controller.
Finally, for very latency-sensitive applications, there's the option to use SSD drives, which are getting cheaper and more reliable all the time. These too can be dual-ported for scalability and failover support.