There are lots of reasons for this, but mainly its how you look at your quality score well at least thats how I look at it.
Quality Score = (keyword's CTR, ad text relevance, keyword relevance, landing page relevance)*
Which means that if your pointing your second ad group to a different URL/Landing Page then your first ad group you may want to use the same keywords as the other group because they match up with your other landing page and ad relevance.