I had them contact me when I had both tickets on the same flight.

Right now I am sitting on a Delta Vacation booking and a FF ticket booking to Punta Cana in December. Flights down are on different days and flights back are on the same day but I was careful to book them on different flights. So far so good. I will make a final decision next week when I meet with the family and cancel one then.

That said when I used to travel a lot several times I had two tickets booked for the same day from different spots to ATL and nothing ever happened.