Or to rephrase: Why aren't the grids two sides of a single insulator?
I'd see many upsides (mechanical and electrical properties separated, holes can't be misaligned, tuning of grid-capacitance, ...) and few downsides (extra sputtered material, current leakage). Since there isn't a single thruster using an insulator to separate grids, I must be missing something. However, I wasn't able to find a paper or explanation why two grids are better than one.