As IvanZ wrote, you can unlock the ability to compile code when other window is executing.
It's not locked by default because of historical reasons (having only one connection/session). It's locked by default because the code you have executing may block the compilation or even (in some cases) cause deadlock between those two operations if they are executed on the same DB.

I agree that this lock could be more intelligent and do not block the compilation if the execution is done on different DB but determining if it is a different DB is not trivial (as you can have many TNS names for the very same DB).