I want to install a tank-less natural gas water heater for my 2-1/2 bathroom home.?

My only concern is the venting system. I want to vent out of my chimney the same way my conventional water heater does. From what I understand, the unit has to have a dedicated vent and air intake. I am wondering why the unit cannot be vented out of the chimney with my furnace like my conventional water heater?