The deal is this: To a customs official or policeman, military, etc. in a third world country, if you have two passports (from the same country, different countries, does not matter) you are probably a spy or up to no good of some kind, for example, trying to play games with import or exchange restrictions. Therefore, they toss you in jail until they figure out what is going on.
Don't go anywhere outside of Western Europe or North America with more than one passport in your possession. It's asking for trouble.