If you use EMF to generate Java then nested EPackages are not really necessary; multiple Ecores work. Each EPackage has its distinct nsURI, genmodel and registration. Multiple EPackages are share some facilities.
If you come from a UML background then multiple Packages in a huge UML model are the way to structure big systems, so why can't Ecore do what UML can?
In Eclipse, UML is supported by a UML2Ecore conversion.
Consequently Ecore supports multiple/nested EPackages but it is easy for tooling to overlook the need to do the multi-root loop or the nested-EPackage recursion and so if you study the early Bugzillas of almost any EMF-based modeling tool you will find a broken multi-EPackage support bug. Easy fixed but since it is a little used case, it takes a while for the functionality to propagate. If you use multiple EPackages for Ecore you risk encountering further oversights.