Booking the same carrier for both outbound and return parts of your itinerary can sometimes be advantageous when "things go horribly wrong". For example, on my most recent itinerary, I got to my destination a full day late because of weather problems causing many flight cancellations. Since my entire itinerary was booked with United Airlines, I called and talked to their phone agent to request rebooking my return flights for a day later also so that I could spend the same amount of time at my destination. The phone agent checked with a supervisor, who authorized her rebooking me on roughly same-time flights a day later without paying any fare difference (which likely would have been expensive - it was already Wednesday July 29 when I called and I wanted to change to flights on Friday July 1, a day when most planes were going out full). Had I booked my return flights separately, e.g., with American Airlines, they would not have had any reason to be particularly sympathetic to me.

However, it is also the case that circumstances like the above are relatively rare, so I would certainly consider booking a mixed itinerary if that gave significant up-front dollar savings.