REALLY REALLY REALLY unsafe to have both filaments on in a dual-filament bulb.
The switch and wiring isn't meant to handle the load, the bulb and the lamp housing and lens isn't meant to handle the heat.
It's also pointless, at least in a well-designed headlamp with a quality bulb. Using 9004 Sylvania Xtravisions in the stock 91-94 lamps, I already get a very intense high beam. I don't see the low beam adding anything to it, even if it were safe to do.
Having both high and low beams on is a wiring thing done with headlamp systems that use four lamps, with seperate bulbs for high and low beams. With added heavy-duty relays so each set has it's own, and so the power for the bulbs comes from the battery through the relays, having the lows stay on when using the high beams gives a little more light on the road. Same as above though, a set of quality lamps and quality bulbs negates any improvement, this is usually something done with sealed beam 4-headlight systems by those who don't want to spend the $$$ on new lamps with removable bulbs, but will spend the $$$ on wiring and relays. I suppose it's a nice option to have a system wired for though, for certain situations.