It will have to do with the fact that your passports are from different countries, while the intricate workings of sponsorship laws here change frequently, to the point where the immigration office would seem to not what was happening half the time, the way your sponsorship works is something like this, your company applies for allocations from immigration according to what their requirements are, for instance, 10- New Zealand - Male - Educational Instructors, by them giving you a visa under this title they use up one of these allocations, for your family to go under this they also then have to be a holder of a NZ passport, as the allocation is for NZ's only, this is why she is required to go on a seperate visa if what you say is true and she has a job then her visa shouldn't be a problem unless it is a condition of her contract that she must be under husbands sponsorship. All this said their are people here were husband and wife do have different nationality passports and the wife is under the husbands sponsorship, but again it comes down to when you apply and the rules at the time.