Why are you allowed to use the coarse adjustment when you focus the low power objective lens but not when you focus the high power objective lens?

Because you will focus past ("overshoot") your specimen. (Like using a race car as a shopping cart: it's too fast, and you'll fly past the cereal and never even see it before you realize you need to stop.) Also: you risk crushing the slide and objective against each other (on older or cheaper scopes), and that would be a costly (and embarrassing) mistake.