It is done for exactly the same reason the mains transformer and output transformer of a typical valve amplifer have their respective laminations arranged mutually at right angles. Depending on the skill of the transformer design, especially that of the laminated core, the flux leakage will be small. But the inductors used in loudspeaker crossover networks are often 'air cored', so the flux is poorly contained and thus, unless the coils are arranged at right angles to one another, can cross-couple.

Inductors that use ferrite cores are better in this respect, but are disliked by some.