Nesting alone is not an issue. It's only when you make repeated short-duration trips to same destination that do not normally meet roundtrip fare min-stay requirements and thus don't qualify for cheaper roundtrip fares and nest roundtrip bookings in the opposite direction to qualify for them. So if you regularly travel AAA-BBB Sun-Thu, you could book a roundtrip from AAA-BBB with a return the Thursday of following week, and then nest a BBB-AAA Thu-Sun roundtrip inside that and accomplish the same thing as two consective AAA-BBB Sun-Thu roundtrips, but qualify for cheaper Sat night stay roundtrip fares. But you'd generally need to make many such bookings before you'd show up on an airline's radar.