Bose Soundlink & iMac

I attempted to link my Bose Soundlink with my iMac which I was able to do with little problem. My concern is why doesn't the soundlink have to the ability to work in unison with desktop speakers? Why does it make you chose one or the other, it really makes no good sense to me. With all of the money that I have invested in apple products I would think that this is an area that would never be an issue! I should be able to connect an external source while still hearing music from the computer/desktop speakers as well as the sound link. Seems like such a small thing to ask for when Apple computers are, on average, 1500 dollars! Am I the only one that finds this to be troubling issue?