The physical set up is where the problem lies. It's not an issue of being able to plug in the sensor and the nunchuck into the remote simultaneously.
If the basic controls are remote/nunchuck, those are two handed controls.
The sensor is essentially an inexpensive pulse oximeter. If you've never used one, imagine using one on your left index or middle finger as you use the nunchuck. You pretty much can't. Not for extended periods of play.
You'd have to put it on your ring finger (to use the C and Z buttons with the index and middle finger), and then you still have a plastic block/clip that will only stay in place if you hold it still while playing, tape it to your finger (since it's held in place by a loose clip that is designed to slip off rather than constrict blood flow) or squeeze it against the nunchuck. Not practical nor comfortable.
I've already tried this with a pulse oximeter and using nunchuck and sensor would not be practical for extended play sessions.
Now if the sensor was built into the nunchuck grip ergonomically, that would solve the problem, but it looks like Nintendo didn't design the VS to be used with the nunchuck and probably didn't want to introduce a redundant peripheral (that replaces the nunchuck) that would cost more to produce and cost more to consumers.
It's not to say that they won't find a way to pause the game and have players switch peripherals from nunchuck to VS, it just seems a bit awkward and forced. It would have to offer something really clever to get players to want to do this for the select instances where VS integration was worked into the game.