Jan and any pc mage/thief can be developed in the both classes - while Nalia and Imoen can not? Why is this - for some balance ? Nalia and Imoen are dual-classed, but why - why not multiclassed ?

Human characters can't multiclass under the second edition rules, IIRC.

Dual-Class is for humans, Multi-Class is for Elves, Half-Elves, Gnomes,...

Pros and Cons:

Dual-Class:
- You can't advance in your first class, you lose all abilities of the first class until you have surpassed it in lvl with your second (dualled fighter at lvl5 => wait until you are mage lvl 6)
+ You get the power of a true class (your second) combined with some advantages from your first class (mage with GM in staffs, fighter with backstab multiplier, Ranger with a wider selection of spells, ...)

Multi-Class:
- You are a low lvl character because XP divides between your classes (you get high lvl spells rather late with multi-class mages). You can't have kits.
+ You can advance in both classes making you extremely powerful when you have achieved high lvls in both classes.

So Dual-class chars are in fact true-class chars with some additions while multi-class are weaker in lvl but have a wider selection of options.