a low impedance can be like a short and cause audio equipment to "fry" or burn out. To prevent speakers from forming a parallel resistance, resulting in a low impedance, there's a tab in the female jack that pushes away when a male jack is inserted. It opens the circuit to the laptop speakers to prevent parallel resistance, but allows the circuit to go through the connected speakers via the male jack. This is how most laptop audio jacks are setup to function.
In short, it's not wise to run both on a laptop. With some modification (minor on circuit level, but major in altering the female jack in a laptop), external speakers could be setup in 'series' to the internal. However, the higher resistance/impedance would cause a reduced volume and possible a muffled or reduced overall quality.