Originally Posted by Kiwi Flyer
One reason is so they can be listed as a direct service (albeit not non-stop) and therefore appear higher in the flights queries than having 2 separate flight numbers. This topic has been discussed many times.
Also known as semi-dishonest marketing for less savvy fliers. Perhaps they're also to cheat one out of miles/segments. For example, I used to take NW DCA-MSP-ABQ frequently, which was one flight number, but it was a change of planes in MSP! Seems to defeat the purpose. Of course, I only got one segment and slightly fewer miles than if they had credited DCA-MSP and MSP-ABQ.