“A player can choose to set any skill along the skill bar as the auto-attacking skill (this includes weapon skills, healing skills, utility skills and elite skills), but the player can do so only with one skill at a time.” > GW2wiki
I Would agree in some cases it is logical not to have more than one skill active(Because it would cast neither because you can only cast one spell/skill at any time), but as a Warrior, shouts really do not have any cast bar > can be used with any other attacks. Though not all the time it would make sense to use them, it would be very beneficial to have this set them on at the time they are needed, while still having an auto attack from a weapon.