If I understand correctly the OP is getting the cheaper price through a multi-city booking rather than two separate reservations. So technically these flights would be on the same ticket.

I have experience from this kind of multi-city bookings in the USA where the airline was treating the flights as a connection. For example check-in was automatically offered for both flights at once. I would imagine LH is the same but unfortunately can't give a 100% answer.

You can always cancel within 24h of purchase so no risk in trying to book the multi-city option and seeing if it goes through.