GFCI combination device

Following the advice on this forum, while replacing my condensate pump on my HVAC I also replaced the receptacle to a GFCI type. Since my old metal box contained a switch (for the furnace) and a receptacle (for the condensate pump), but I could only find a metal box lid to fit a GFCI (but not a seperate switch) I purchased a combination device that contains one AC switch and a single GFCI-protected receptacle. On reading the instructions, it said that the switch could not be linked to the load on the GFCI and could not be GFCI protected. I followed the instructions, and it works fine, but later wondered why the switch on the combined device could not be wired to the load on the GFCI receptacle to protect it?

Any ideas why? I think I know but am finding it hard to visualize.

Yes in the bath room and you dump the GFCI you still want the light to work so you can find your way out
Roy Cooke

Of course! Thank you. I also assume that there is a danger that someone will wire the switch to the GFCI without a neutral.