If you have two or more parts on a build plate, generated supports will ignore these parts and shove supports directly through them.

Imagine you have two parts.  Part A has an overhang, and Part B is small enough that it can easily be on the build plate under the overhang.  Instead of generating support from Part B to Part A to support the overhang, it generates supports from the build plate to Part A, ignoring the fact that those supports go right through Part B!

If you merge the parts into the same STL file and re-import them, then the support generation will "see" Part B when generating supports for Part A, as desired.