Why divide a stack into two parts and store them separately in main-memory and hard-drive a bad idea?

I'm learning data structure and trying to solve problem related to Computer Game like Chess/Go. There is a line in my book on the section of DFS algorithm, which is implemented by two stacks: one for storing the open-list the other for current path. It says there is no good (I think it means efficient) algorithm to manage the stacks when the tree to search is skewed heavily (Say it has two depths: $$D$$ and $$d$$ where $$D >> d$$ so the time complexity of order $$O(D)$$).

I cannot understand why it's inefficient? I can just append the stack in main-memory to the one on the disk?