An iguana is a rain forest animal and a bearded dragon is a desert animal, they require different temperatures, humidity, food, and overall space. A bearded dragon needs a certain amount of space, too much space and it will get stressed or not bask properly, an iguana needs a much larger space because it's a larger animal.
There's the risk of parasites. Your iguana may carry a parasite that doesn't affect the iguana, but may affect the bearded dragon, same with your bearded dragon.
Stress and fighting could also kill one of them as well.
