You are doing what is known as forcing a fare break. What happens if you search for it using the multi-city search? Sometimes that will allow you to force a fare break and still book it all on one ticket.

If you book it as two separate tickets (a) you may have trouble checking bags and (b) if the schedule changes in such a way that it is no longer a through flight-- doubtful given that the travel is not far out-- you may have issues getting rebooked. However, on points you can always cancel and rebook if the lower price becomes available for the through flight.