I was asked this by my professor and I didn't understand the reasoning behind it. If Alice has a the key pair $(p_a, n_a)$ and Bob has the key pair $(p_b, n_b)$, why do $n_a$ and $n_b$ have to be relatively prime?
In RSA, the modulus is computed as $n=pq$ where $p$ and $q$ are prime. Given two moduli, if they have no primes in common, then the GCD is $1$ and they are relatively prime. If they share a prime factor, then the GCD will reveal that prime factor. Therefore, anyone who knows the two public keys can factorize the moduli and break security.