Why do doctors still advise HIV+ couples to wear a condom during sex?
Doctors would recommend the use of barrier protection for couples where both partners are HIV+ because the virus can mutate. Mutated forms of the virus can become resistant to Highly Active Antiretroviral Therapy (HAART) treatments, rendering them ineffective. 

The use of barrier protection reduces the risk that a resistant mutant strain of HIV is transferred into the population. 

Also a child conceived by a couple that is HIV+ is at high risk of being born with the infection. 

This link explains some of the risks and ways to attempt to prevent mother to child transmission of HIV.

Edit

In retrospect, I have been thinking about the answer I gave, and while I still think that what I said above is relevant, I feel that I left out an import aspect of why a medical doctor would recommend the use of barrier protection during sexual activity, even if both partners are HIV+.

One thing that we should remember is that a person with HIV, even when the virus is suppressed by HAART is immunocompromised to some extent and they will likely be more susceptible to secondary pathogens and cancers initiated by oncogenic viruses. 

An HIV+ person will be more vulnerable to sexually transmitted diseases such as human papilloma virus, herpes, hepatitis, chlamydia, gonorrhea , or simply opportunistic pathogens such as C. albicans than they would have been had they not been HIV+. Cells that mediate innate immune response are affected by HIV as well as cells of the adaptive immune system, so any dysregulation of the immune system creates an opportunity that a pathogen would not normally have.

Not only will these diseases have an easier time infecting an immunocompromised patient, but these infections will also be more difficult to cure once they have taken hold, as the person's immune system will likely not be able to mount as robust a response as it would have if the person was not HIV+. So barrier protection provides a means to help protect a person from secondary infections as well as for the reasons given previously.

Use of barrier protection during sexual activity to prevent the transmission of sexually transmitted diseases is just as relevant for people who have HIV as for those whose HIV status is negative.