Interesting; what class of car are you renting?
Myself and a colleague just picked up a car (Jaguar X-Type, 'PDMR' class I think) at Milan Malpensa and he was asked for a second credit card (???) which was slightly tricky as he'd only brought one with. I ended up having paying for the rental with my Amex and guaranteeing with my Visa.
This was also something that hadn't been mentioned anywhere when booking.