Grammar Questions - Parenthesis Problem
One big problem with your example (and very likely, a reason we never see the ".)," combination) is that the parenthetical statement, while potentially functioning as a complete sentence, is in this context basically a dependent phrase, rather than a sentence. By putting it in parentheses, you've indicated that it is related the the material that precedes it, and as such, it isn't really complete until the thought it relates to is complete. As such, it shouldn't be concluded by a period as in the example.
Rewording it as you chose presents it as a complete thought, independent of but relating to the complete thought that preceded it, so the periods are appropriate.