I've never had an issue doing this. Often I book 2 return tickets SFO-LAX ever since I missed a flight b/c TSA at SFO ran over 1 hour queue. There is also the unknown traffic from downtown SF to SFO.
Once I had 2 tickets for a return JFK-LAX, and UA called and asked me about this. I explained that I didn't know if my meetings would end early morning or late afternoon. They were OK with this and just asked me to call and cancel the one I would not be using. This was pre-merger, so the policy may have changed.