Airlines ban back to back ticketing, because if they didn't then they would lose a lot of revenue from business customers.

They don't really care about you doing it if you are a tourist but the rules have to be harsh to prevent 1,000,000 traveling consultants like me from stopping buying M-F peak returns and instead flying on two cheap nested tickets instead.

(Mind you, BOS-NYC-BOS and NYC-BOS-NYC on two separate airlines is undetectable and I'm sure plenty of people do that.)