It was only in the early weeks till my supply was established my boob would leak when LO was feeding on the other. I just kept a breastpad on and it was fine.
TBH I don't hold with feeding and trying to express as the same time. It detracts from feeding LO, bonding and is noisy. Having a baby is an amazing experience and I'd say the whole bonding experience and breastfeeding would be ruined by expressing when feeding. Also as has been said I'd need 8 arms to cope. My son was big at birth and needed both hands to support him to my boob and keep him there and I don't know how I'd then have popped the other boob out, got the pump in a decent position and been able to hold it there while it did its thing.
Also it would probably mess up your supply for baby more than help as if you express off your boobs will simply make more as your body will think it needs to. I'd say let baby feed as and when on demand and in those first 6 weeks let baby guide you so as to build the correct supply to suit your baby. Don't bother trying to express at the same time. And only start expressing if you need to once the first 6 weeks are up. But then not when LO is feeding.