It’s a bit of optics, a bit of eye physiology, and a bit of how the brain works.
Optics: Your lens focuses light on a focal point. For a sharp image, this point in space should be on the retina surface. Both lens and retina are not ideal geometric objects, so directions and angles can matter.
Eye: As others said, the retina has different regions, with different amounts and types of photoreceptors. Some regions are good for a high resolution image of whatever is in focus, others are mostly used for peripheral vision.
Brain: Your brain still gets all the data, from in and out of focus photoreceptors.
Maybe it would be possible in terms of optics to focus on more than one thing at the same time. But retina composition and brain architecture are adapted to the optics which we have: One way to focus, and peripheral vision around it.
With a bit of training it should be possible to mentally focus on image parts out of physical focus; mentally focus on something in your peripheral vision. You would mentally concentrate on a physically low resolution image (lower receptor density), it might be distorted (lens optics), and your brain might not be used to use data from these receptors for this task. So the result probably still feels like “I can’t focus on that”.