Why are physiology and anatomy studied together?
Because form follows function.
Anatomy and physiology aren't always studied together. However, it's important to understand how the structure (form, or anatomy) of an organism is related to its function (physiology. Through many years, organisms have evolved because they have a higher level of fitness in the environment. The result of this natural selection is that organisms, as seen today, look the way they do because of their physiology, and vice versa.
For example, at the cellular level, consider a protein, a complex macromolecule made up of a sequence of amino acids. The actual shape (form) is what allows it to do its job within the body. In fact, its shape is everything! This is because it serves a purpose that solely depends on its shape.
Anatomy can be studied without focusing too closely on how everything works. After all, anatomy is just the physical structure of an organism. Physiology, however, is a bit different because it's hard to understand how the organism functions if it's not understood how it looks. In other words, studying physiology without having at least a rudimentary understanding of the big picture and histology (the "small" picture, or microscopic anatomy) will be incredibly difficult to conceptualize.