This is not nesting. Nesting is when the ticket in the middle is a return to your original point of departure. Its major benefit is to turn two short mid-week trips into two longer trips with Saturday night stays, by putting the first departure with the second return on one ticket and the first return with the second departure on the other. (Same thing works with more than two trips. This is, or was, a common dodge with regular commuters.)

Nothing at all against the rules with this one. I've done it often for the same reason: ticket to A and another from A to B is cheaper than a ticket to B. Only risk is, as already posted, that late arrival in A doesn't obligate them to protect your flight to B. For the $2,400 you'd save, I'd accept that.