Can I connect two load lines to a GFCI receptacle?
You can connect two loads to in the same box. I don't see any valid safety or utility issue here.

I suspect that Leviton advises against it because of ground potential differences in the multiple load lines. I would speculate that if the potential difference is significant enough it could cause a trip of the GFCI if it is grounded to the same box as the loads.

It's not uncommon for a weekend-warrior to ground load lines from the GFCI separately and cause a trip. This may erroneously lead the user to think there is a problem with the GCFI receptacle when, in fact, this is precisely the intended behavior.