Have done this multiple times albeit only on international flights (Europe, UK, Americas, Asia), always without issue. Granted, the scrutiny on the US Customs side was with both pieces in use as that was the point, but the inbound countries didn’t raise an eyebrow. Having seen what an extra suitcase costs when you’re in OS mode packing for your return home, I recommend the strategy. (If you've got trains on your itinerary, however, keep it small and light and bring memories and photos home instead.) Good luck!