The documentation on the data view widget doesn't elaborate on why the setting is applied on the whole data view, however I can imagine this is done in order to create a visually coherent form orientation (or page as a whole...), without the developer needing to do seperate styling on each input element. Another reason may be that configuring this once for every data view is also is a lot faster in contrary to configuring this for every widget.
Also, when you look into the reference guid (https://docs.mendix.com/refguide/data-view), you'll find that nesting vertical oriented data views inside a horizontal oriented one does not work. You could try to do it the other way around though...
I would suggest to contact Mendix support in order to find out what the exact reasons are behind this.