The 2–3 shot limit is mostly an in-camera feature/design choice, not a fundamental limit of digital photography. Digital cameras can combine more frames in principle, and some models allow more.

In practice, the camera captures the individual exposures, stores/holds them, then processes them into one final image. That means internal memory and processing resources can be part of the limit, since those are carefully sized in a camera like the D5200. But it’s also true that manufacturers often restrict software features based on the intended market segment, rather than because the camera absolutely couldn’t do more.

So the short answer is: it’s likely a mix of implementation limits and product positioning, not a hard technical impossibility.

If you need more than 2–3 exposures, image-editing software is the practical workaround. Doing it later on a computer also gives you more control over blending and alignment than the in-camera mode.