Analogy: It's like your hanging on a rope and also add a safety net. If the rope breaks, you only fall on the safety net instead of the ground.
All software has bugs, so if you add two buggy security solutions, you might only be able to exploit a bug in one, but the other still gives you the safety.
To continue your analogy: The rope gets tangled in the safety net, forcing you to jump or proceed up with a loose rope, because you can no longer move the rope..
Digital security strength is measured on orders of magnitude, and two mechanisms providing security with very different orders of magnitude do not add in any practical sense.
I am unconvinced about the last part. More commonly an exploit in either will cause security to fail, so adding more steps just adds more attack surface and leads to less security.
You can not get more security by adding a less secure mechanism to a better one. It's not additive.