Why can't Historical data and Analyze All be switched on simultaneously?

If you want to import keywords and analyze them with the freshest SERP data, switch off the Historical data switch. It'll analyze all your keywords without checking if any were analyzed in a previous report.

If you want to import keywords but want to check first which ones have been analyzed in one of your previous reports, switch off the Analyze All switch (and keep the Historical data on).

Then, once inside the report, you can decide which keywords you want to analyze.