Another thought--the only time it would make a difference is when you're traveling west of San Antonio.

I just attempted a test booking from Los Angeles to Dallas. The first option is train 422 from LAX-DAL for $205. The second option is from LAX-SAS on train 2, connecting to train 22 SAS-DAL. The total price there is $164.

So, what's happening there is that "train" 422 has a higher percentage of its seats booked than "trains" 2 and 22, so Amtrak is selling fares in a higher bucket.

Let's take a hypothetical:

-Train 422 has 72 seats available LAX-CHI
-Train 2 has 144 seats available LAX-NOL
-Train 22 has 144 seats available SAS-CHI

Train 422 currently has 50 if its 72 seats booked. Therefore, it is selling in the third bucket (out of four).
Train 2 currently has 60 of its 144 seats booked. Therefore, it is selling in the second bucket (out of four).
Train 22 currently has 80 if its 144 seats booked. Therefore, it is selling in the second bucket (out of four).

So, by picking the connecting option (train 2 to 22), you can get seats priced at the second bucket instead of the third bucket.

However, there is a downside to this: because our hypothetical route has us booked on the first leg only to SAS, which is where the connection is made and the cars are hooked together, we will have to deboard at 10:25pm in SAS and will reboard at 7:00am. That makes for either a long night of wandering the River Walk or a short night at a hotel. It might be worth it, in this case, to book train 422, as you'll be able to stay on-board and sleep through the switching moves where some of the cars from the Sunset Limited are split off and joined to the Texas Eagle.

(I have not heard anyone say if it is possible to ask the conductor on the Sunset if it is possible to move onto the coach being switched onto the Texas Eagle for the duration of the switching move so as to be able to stay on the train.)

But you can safely ignore this post, since it completely doesn't apply to you!