I combined my PNRs over the phone and they have always been the exact same itinerary.
I have combined them into one PNR incase of IRROPs or equipment change so my fellow passengers won't get separated and/or benefit from my Platinum status. I guess that they were able to check two bags for free too.
I've also linked PNRs and hadn't had any problems either (but they can't check bags for free).