Supporting what Nick told, the real issue is not nested tickets but back to back.
If you want to be sure there is no problem at all, buy them direct through AF site or better call AF and buy the two nested tickets on the phone with the same operator.
In this situation, for French law, AF is the professional and you are the layman, they have the obligation to inform you.
If they say on the phone it is illegal, you have to back down and not take the risk. Having bought a lot of nested tickets in the same operation with the same operator but several ticket numbers, I never had a problem. I add I never bought back to back, because, IMHO, it is obviously unfair and a way to circumvent the rules.