Both sims would be tied to the same AppleID but the whole point of dual sims for a lot of people is to keep the numbers and communication with those numbers separated.Many of us use iMessage on iPads and Macs as well. Those devices don't have phone numbers. Dual sim shouldn't matter, because your iMessage identity is best tied to your iCloud account and not to a phone number. Tying it to a phone number would be confusing and problematic. I know that's the way SMS messaging worked, but we have moved beyond that technology (mostly).
I do think that Apple should have communicated this better. They could have even targeted special messaging to people who have more than one iPhone connected to the same iCloud account.
I wouldn’t want threads with one number mixed in with threads from another number. Furthermore, I’d want to be able to move that second sim to another phone at will, again keeping the communications separated.
I know people who have owned two iPhones specifically for this reason. Dual SIM iPhones were not available so they just bought two iPhones, one for work and one for more personal stuff. And yes both are registered under the same Apple ID. A third phone might even be purchased to be given to an underling for temporary usage.
BTW, I personally do use an iPad for iMessage too. To keep things clean I never allow my email to be used for threads. Only my phone number is allowed. This is the simplest and most consistent way for this to work.