In Classical Dynamics by José & Saletan [section 4.2.2] they give the example of a 2D Harmonic Oscillator whose equations of motion are
\begin{equation} \ddot{x}_i+\omega_i^2x_i=0 \ \ \ \ \ \text{for} \ \ \ \ i=1,2\tag{3.38} \end{equation}
This system has two obvious conserved quantities
\begin{equation} E_i = \frac{1}{2}\dot{x}_i^2+\frac{1}{2}\omega_i^2x^2 \tag{3.39} \end{equation} which are just the energies of each independent oscillator. The motion is obviously integrable and everything works out. However, in their explanation on section 4.2.2 they use this example to show that if the two frequencies are incommensurate
\begin{equation} \frac{\omega_1} {\omega_2 } \notin \mathbb{Q} \end{equation}
then the motion is not periodic since the trajectory $(x_1(t),x_2(t))$ will never return to its initial position again. Because of this, solutions densely populate the phase space of the system and any conserved quantity defined as
\begin{equation} \Gamma (x_1,x_2,\dot{x}_1,\dot{x}_2)=C \end{equation}
will be pathological discontinous. This is because for any initial condition $\chi_0=(x_1,x_2,\dot{x}_1,\dot{x}_2)$ there's another point arbitrarily close that belongs to a trajectory with an arbitrary different value of $\Gamma$. I think I understand the explanation. However, he claims that when we have this pathological we can't define conserved quantities other than $E_1$ and $E_2$. This, to me, sounds like it implies the system is not integrable, due to a lack of constants of motion. But I already know the system is fully integrable given it's just two copies of an harmonic oscillator. So my main questions are:
Why are they saying that we can't define conserved quantities other than $E_1$ and $E_2$? What's special about those? They are also constants of motion defined as functions of $x_i$ and $\dot{x}_i$.
What is the relation between incommensurate frequencies, the lack of conserved quantities and integrability?