So that they have a General commanding the defences of each wall of the castle. It was implied that Gyou city (one of Zhao’s most important strongholds) had a General commanding each wall.
Since Juuko is considered one of the most strategically important strongholds in all of China then having multiple Generals to defend the city is worth the investment.
Having multiple Generals also limits the impact of any successful assassination attempts. If Juuko only had a single General and said hypothetical General fell to an assassin then Juuko would be weak to any surprise attacks.