The EU has mandated a single standard of cel tech and if you want to have a phone that works anywhere in the world then unfortunately you have to have what they mandated.
I too doubt they will launch any oddball duel SIM devices for LTE and GSM/HSPA, at least not as a mainline device. Maybe a Blackberry or other niche device aimed at business users but even that is a stretch.
Even with MicroSIM's (two of them are about the same size as a single full size SIM), it's the space needed for the radios, the tech to make switching between them seamless, and room for a decent sized battery all working against it.