The UK and many other countries allow their citizens to hold dual/multiple nationalities. I am Canadian (a country that permits its citizens to hold dual/multiple nationalities) and naturalised as a British citizen last year - it was an easy decision to make.
However, not all countries allow their citizens to hold dual/multiple nationalities. It is not only limited to Asian countries, such as Japan and China, many European countries (e.g. The Netherlands, Germany, Austria) also do not normally permit their citizens to hold dual/multiple nationalities, albeit there are exceptions in certain circumstances.
Germany, for example, will only allow its citizens to hold dual/multiple nationalities if the other nationality is an EU nationality. Since the UK is no longer part of the EU, if a German citizen now naturalised as a British citizen, they may lose their Germany nationality. In the lead up to Brexit, whilst the UK was still part of the EU, we submitted numerous British naturalisation applications for German nationals so that they were able to retain their German nationality.
Consequently, it is important to check that if you naturalised as a British citizen (or a citizen of any country) that you do not inadvertently jeopardise your current nationality. For some, this is therefore a key consideration before considering to naturalise as a British citizen.