That is a good question. The reason why "while Juanita went shopping" is not an independent clause is because of the word "while." "While" makes it dependent on some other action. In other words it is a temporal clause. If you changed the sentence and wrote, "Juan played football and Juanita went shopping," then the sentence would be two simple sentences connected by the conjunction "and". In short, the "while" makes all the difference. Get rid of that and then you will have a nice compound sentence. With the "while" you have a subordinate clause and therefore a complex sentence.