Question Why URP in HDRP are separated and why would I use URP?

Does HDRP do everything URP do and more?
Why it needs to be separate?
Why can't I have both of them in one project?
This makes things unnecessary more complicated?

 

I'd say google your own question, like I just did, and you'll find the answers to your questions, as this conversion has happen dozens of times over.

 

If you mean advanced graphics features (ex. ray-tracing, filmic hair & fur), I'd say yes. HDRP provides these out-of-the-box.

Because Unity is a cross-platform game engine while HDRP only supports high-end platforms.

This will be possible in the future.