My understanding is that it is the operators who is doing that, not the retailer. The retailer would issue it as the same if it was possible. Have you tried to change the reservations of one of the tickets? Sometimes that works but if not, someone at Raileasy can make a through reservation for you, or you can use the GWR website.I've just tried to make a test booking through Trainsplit and it booked Coach D, Seats 18 & 19 from Sheffield to Birmingham, at which point Trainsplit expects my elderly parents to get up and fight their way through the disembarking passengers to move to Coach C, seats 51 and 52 for the rest of the journey to Bristol Parkway...
As for limiting splits your options are to either book it as separate journeys, each with splits off, or print out the e-tickets.
Only a couple of days ago I printed tickets for three family members to go between York / Cornwall (three return journeys in different directions); each booking was either seven or eight splits. When I printed the PDF, I chose multiple and chose 4 pages per A4 side and double sided. Each passenger then has one A4 piece of paper. They also all have the PDFs on their devices too (one PDF file per passenger and they each have each others copies too).
My family member prefer this to paper tickets as they have printouts and an electronic backup but that's a topic for another thread. The point is the forums site does support both and there are workarounds to limit the number of tickets if you want to do that.