[meatmanek]

As Lil' Lavery said, it is possible to steer pairs of wheels, but to me it seems like this would be similar to keeping the 2 front wheels on your car parallel. It works, just not as well as it could, and you're going to lose some energy and traction.
I'd like to see a mechanical solution to this problem, but it'd be pretty tricky (When you're turning your front wheels to the left, sometimes you _do_want them parallel)