Originally Posted by corporate-wage-slave

There's some advantages in keeping the bookings as 2 PNRs. This makes it more flexible to change the return leg after the outbound leg is flown. Or if you spot a sale cash price at the last moment or want to change your routing etc.

The main reason for having one PNR is to protect connections, and in an esoteric way that may apply when there's several days gap between outbound and return, but generally it won't be an issue.

So it may actually be best to keep them separate.