I don't see the problem either, if the space is available and those flights are posted on Wednesday prior to the weekend. Maybe the confusion comes from trying to book them with the same agent, on the same file.
(I once wanted to get to Toronto for a weekend for under $500, but the only routing would be YYC-DAL and then DAL-YYZ on Saturday morning, returning Tuesday the same way. Did the flights, but we were delayed out of YYZ making me miss my connection DAL-YYC. Cdn put me up overnight, then flew me back to YYC and tacked on the YEG portion gratis. I had tried to go directly YYZ-YYC on Tuesday afternoon, but they couldn't find me seats to reroute to except on standby, which I couldn't risk.)
According to web rules, you must leave after 7 pm on Friday, so you've got two flights to choose from, if they have seats on a Friday night. Or anytime on Saturday. You can then return on Monday or Tuesday, space available. It shouldn't be any of the agent's concern why you'd fly coast-to-coast over a weekend, as long as you're within the rules. And you'd seem to be.
As I say, book each return with a different agent, then who's to know?