Hey, Bonnie,
I just did a test with a JOIN, and had a COALESCE option into both tables, and it worked the way I would have expected. I'm not aware of any specific limitation or problem. I did a few searches on different sql forums and didn't come across anything, but maybe you've run into a limitation that I haven't.
So maybe you're query is doing something more involved - can you post the code?
Thanks,
Kevin