It's definitely not illegal; just one of those rules airlines want to make us all abide by in the 'contract of carriage' etc. In the US passenger bill of rights they wanted to make this explicitly legal and OK, but then Congress caved with the airline's version. Dunno what Canada thinks.

For the record, I've had the opportunity to do the same thing twice and passed it up -- but then again I am working on a corporate expense account which will reimburse me either way.

At the very least I would suggest buying the tickets separately from different agents. Good luck; selective enforcement of rules is one of the ways airlines engender loyalty...