I would love it if Discover gave you the ability to analyse the overlap between segments. E.g. If you have two segments, 5% fall into both of them. Or if you have three, 2% fall into two out of three segments.
In theory it's easy to build another segment that has the criteria of both segments and then look at the difference, however where segments may have complicated criteria of perhaps dozens or even hundreds of pages, and perhaps you want to evaluate the overlap between a number of segments, not just two, it is infinitely more complicated.
E.g.
Segment 1 = Visits to Page X
Segment 2 = Visits to Page Y
Overlap Analysis = 10% fall into Segment 1 and 2