No you can do multi-card with WDM/WASAPI. The native OS API is designed for multi-card. ASIO is just a single card setup. I don't know why Steinberg chose to do that. Clock sync would be my guess, multiple cards will drift out of sync with each other unless you slave them all to a wordclock.
There are programs to re-wrap the ASIO drivers like
this one. Not probably the best idea but they exist.
At any rate it is a limitation of ASIO. If you are set on a multi-card setup then want to use the WDM/WASAPI APIs on Windows or CoreAudio on Mac.