I haven't done such mileage runs yet (I always tend to stay somewhere for at least one night), but I have had a few times where I ended up on the same metal and with the same crew for my flight connection (usually sitting in the same seat, even), like last Wednesday, where the OSL-CPH-NCE (also a good MR for 800NOK and 5000 points incl bonus) metal and crew were the same all the way. We just greet each other and I am always happy if crew actually recognized me from the previous flight. Which is not even a given, by the way.
I actually couldn't care less of the reaction of the flight crew if they'd recognize me from the previous flight. Only if the flight attendant is a pretty lady and very interested in my business it might be a good ice breaker. Otherwise, I don't have to explain myself to them: I have paid my ticket, what I do on board is my business.

And I can't understand that crews are 'surprised' about MR's when even Aftenposten publishes about is, really.
Anyway, talking about MR's in the good old days: Fred Finn once took the same flight back when traveling three times across the Atlantic on one day. That's on a Concorde. Now that's what I call hardcore MR'ing.