As mentioned, the keeping of two sets of keys on one key ring is all for the benefit of the rental agency. If they separated into two rings, the chances of it getting separated so you only have one set of keys increases. They won't give you just one set of keys since a car can be returned to a different location than the rental location. This would make it next to impossible to make sure all car keys are at the location of the car.
What bothers me more is they won't give me the door remote control. This is inconvenient since I use the remote to locate my car in any parking lot.
HJ