So why we can't (or we actually can?) draw coordinate system like this:
We can add more than 3 dimensions!
Are there any problems in this coordinate system with describing n-dimentional bodies?
PS: I've heard something about affine coordinates and parallel coordinates but I can't put it all together and clarify those ideas.

There is no problem drawing coordinate systems with more than 2 axes (which of course can no more be pairwise perpendicular on the drawing).
You are actually performing a parallel projection from $nD$ space to $2D$ and this is conveniently done with a $2\times n$ projection matrix.
Notice anyway that doing this you lose the ability to see right angles and measure distances, and a single $2D$ point corresponds to infinitely many overlaid $nD$ points.
A very common case is that of the axonometric projection ($3D$ to $2D$) used in technical drawing. The angles are normalized.
Below, a $2D$ representation of a $4D$ cube (crossed-eyes stereoscopy), also known as a tesseract.