The experts don't always agree on the exact meaning of the terms used in conceptual data modeling, or even necessarily on what conceptual data modeling really is.
But Powerdesigner's restriction in this case is not unique to this product. Many experts assert that an attribute can only be an attribute of one entity. So if an attribute, say "color" could be an attribute of hair, or of a car, it's necessary to qualify them as "hair color" and "car color" In order to identify each attribute uniquely.
Notice that there is no such restriction in the relational data model. An attribute could be a component of more than one relation with no problem at all.
In this sense, conceptual data modeling isn't just "relational lite" at least as far as this school of thought is concerned. It's a whole different way of looking at the world.
There are other schools of thought, with their own experts, where conceptual data modeling is, in effect, "relational lite". Powerdesigner must seem jarring to those who follow that school of thought.