But a stream of romaji furigana with no spaces is quite ambiguous—since there's nothing to indicate word boundaries, any substring of the input might turn out to have actually intended to be e.g. a katakana spelling of a name.
If CJK IMEs expected and required people to hit the spacebar between the "words" (lexer tokens) of the provided input for matching, they'd have a much simpler job. But as it is, they fall over quite badly when you type multiple words into the IME input box, and are mostly only usable if you resolve single words at a time (which, sadly, throws away a lot of the inter-word context that would otherwise be available for matching.)