They may be set up for both but if you probe an inch deeper I suspect you'll find they prefer and drive for one service much more. Which is why it's misleading to suggest that "they all drive for both".
I was in Chicago all last week and I asked this question of my drivers as well. Every driver prefers to drive Lyft because they make more money per ride, but they end up driving Uber most of the time because there's virtually no downtime. They can pick up the next person within close proximity and almost as soon as they've dropped off the last person.