I've been told (Enterpreise) that they keep the keys together in this fashion, because, when they sell the car, they need to deliver both keys to the new owner. They can't possibly keep both keys and car together when the keys are not physically attached.
Even if they give both keys to a customer, that customer has a heightened possibility to lose the key he's not using. Recognizing this, many customers refuse the second key. Charging customers hundreds of dollars for losing a second key for which the customer has no use is difficult - customer claims he didn't get the key and many times he really didn't. Fallible humans man the counters.
Customers refuse to pay; when they do pay, they're really bitter. Good way to lose good customers.
Having the keys phyically attached together eliminates all that. And, an additional benefit, if one key quits working, the customer has a spare.