Yeah, but allowing hyphenation for anything can get messy when it starts happening across multiple generations.
For example, if John Smith and Mary Jones get married and become John and Mary Smith-Jones, that's not so bad. But what happens when their kid, Ellen Smith-Jones, marries Fred Wilmington-Smithers? For convenience, perhaps they simply keep their existing names, or exchange some names (Fred Wilmington-Jones and Ellen Smith-Smithers?), but what about their kids? Poor little Paul Smith-Wilmington-Smithers-Jones will probably fall in love with Sue Baker and decide to take her last name when they get married, out of desperation... (God forbid he should marry Nancy Green-Johnson-Bailey-Mortimer.)