If I go Settings → Network → Wireless and select Use as Hotspot..., I get the following message:
If you have a connection to the Internet other than wireless, you can use it to share your internet connection with others.
Switching on the wireless hotspot will disconnect you from ABC.
It is not possible to access the internet through your wireless while the hotspot is active.
What are the technical reasons why I can't set up an Hotspot and be connected to the Internet at the same time?