Why won’t WordPress allow me to use multiple / when organizing blogs?

Coming from a structure of . . .

• https://www.xyz.com/dir1/dir2/how-to-do-something

. . . instead of 1-level and 2-levels down, I only get:

• https://www.xyz.com/dir1/how-to-do-something

. . . by going to Settings > Permalinks and setting up Custom Structure like . . .

• /%category%/%postname%/

. . . but why can't I use more levels in organizing blogs?