Normally sportsbook odds are calculated so it is not profitable to bet on both sides of an outcome; however, promotions can change the equation, so you're guaranteed to win if you bet both sides.
It's not illegal but bookies don't allow this usually as you get higher chances of winning this way. Or the ones accept it just lowers your limits or odds. Your best option would be to use different bookmakers for such things but they still have ways to detect those even.