The serious awards already do, although they don't call it Best Duo of course (I think the MTV Movie Awards called first dibs on that
). If two leading performances are deemed worthy of nomination by the members, then they are, and sometimes both win, as happened at the Oscars with One Flew Over The Cuckoo's Nest and Silence Of The Lambs
. I can't confirm that all awards do it, but as a general rule it's certainly not the case that a film can only have one nomination for, for e.g. Best Actor, and any other role has to be for Supporting.
Are you meaning Best Actor and Best Actress won?
What I mean is what if two males are the leads and both nominated.
They could have an award for Best Main Leads in a Film and both the actors win the award together.