different airlines have different rules.

Most airlines go more 'after' travel-agencies selling such 'throw-away' tickets/segments than directly after the flying costumer.

My best friend tactics are:
* he tries to book the two tickets on two different airlines (not always possible/convenient)
* he books/buys the two tickets with/from 2 different sources (or from the airline itself, but on diffentt dates and speaking with different agents)
* he doesn't use the same Frequent Flier number for those two tickets at booking time , he also uses different addresses and contact phone numer
* he cancels officially the return flights by phone saying that hisr plans changed ..., 'innocently' even asking for a refund (which will be regrettfully denied)