As I recall they really need each their own sitemap data source because if one menu sets the starting node or starting node offset it affects the datasource and therefore would affect the other menus that use the same one. To have complete control they each need their own. If 2 menus were supposed to show the exact same tree of pages it would work ok, but usually they are not doing that. PageMenu is starting at the current page and site menu is starting at the root.
Hope that helps,
Joe