The price difference is probably attributable to Hawaiian and JetBlue not offering their cheapest fares buckets for tickets combining travel on both carriers. Beyond that, never expect airline pricing to make sense based on miles flown or anything like that. Airlines have sophisticated systems for trying to extract every possible dollar out of every possible passenger.
One ticket vs two doesn’t matter to TSA, but yes, someone(s) would have to exit the secure area to retrieve and recheck any checked bags (and pay any checked baggage fees to the second carrier).