Our nation has one President at a time. The intent of the required Annual Presidential State of the Union Address is for the sitting President to set forth his/her intended priorities for the forthcoming year.
Allowing the out-of-office party to have a formal instantaneous rebuttal/response essentially designed to refute the President's statements for obviously political motives is a relatively new phenomenon, is certainly not required by law, and does nothing more than its intended result of undercutting the elected sitting President's thoughts in the mind of the voting public.
The Annual Presidential State of the Union Address is a formal requirement of the office of the sitting President and was never originally intended to be formally instantly debated by the out-of-office party!