In a step-up transformer the internal capacitance in high impedance windings are always high, due to the many turns of thin wire. In addition, the signal level across a high impedance winding is high (relatively) due to the step-up. When putting high impedance windings in parallel, the result is a high capacitive load on the primary, and dropping HF response. This is the reason why we generally recommend NOT to parallel high impedance windings.