It is well known that the class of CFLs is not closed under intersection as follows e.g. from the following example: $$L_1 \cap L_2 = \left\{ a^mb^mc^n \mid m,n \ge 1 \right\} \cap \left\{ a^mb^nc^n \mid m,n \ge 1 \right\} = \left\{ a^ib^ic^i \mid i \ge 1 \right\} \not \in \mathcal{L_2},$$ where $L_1,L_2 \in \mathcal{L2}$.
I was wondering if this could be proven using the synchronous parallel composition of two (non-deterministic) PDAs, or rather what is wrong with the following construction which seemingly comes to the opposite conclusion:
Let $PDA_1, PDA_2, PDA_{1,2}$ be, WOLOG, (non-deterministic) PDAs accepting by final state and with total transition functions: $$ PDA_1 = \Big(Q_1, \Sigma_1, \Gamma_1, \delta_1, q^0_1, \gamma^0_1, F_1 \Big) \\ PDA_2 = \Big(Q_2, \Sigma_2, \Gamma_2, \delta_2, q^0_2, \gamma^0_2, F_2 \Big) \\ PDA_{1,2} = \Big(Q_1 \times Q_2 \cup \big(q_{\emptyset}, q_{\emptyset}\big), \Sigma_1 \cup \Sigma_2, \Gamma_1 \times \Gamma_2, \delta_{1,2}, \big(q^0_1, q^0_2 \big), \big(\gamma^0_1, \gamma^0_2 \big), F_1 \times F_2 \Big)$$ where $q_{\emptyset} \not\in Q_1 \cup Q_2$ and $\delta_{1,2}$ is defined as follows: $$ \delta_{1,2} \Big(\big(q_1, q_2 \big), a, \big(\gamma_1, \gamma_2 \big) \Big) = \begin{cases} \Big(\big(q'_1, q'_2 \big), \big(\gamma'_1, \gamma'_2 \big) \Big) & \big(q'_1, \gamma'_1 \big) \in \delta_1 \big(q_1, a, \gamma_1 \big) \land \\ & \big(q'_2, \gamma'_2 \big) \in \delta_2 \big(q_2, a, \gamma_2 \big) \\ & \text{(if such transitions are defined)} \\ \Big(\big(q_{\emptyset}, q_{\emptyset} \big), \big(\gamma_1, \gamma_2 \big)\Big) & \text{otherwise} \\ \end{cases} $$
Surely $PDA_{1,2}$ accepts only words from the intersection of languages $L(PDA_1)$ and $L(PDA_2)$. Why doesn't it accept all of them?