I sometimes even book connecting trips as separate reservations, mostly to avoid the "no show " problem, although I guess if my first train is late, I won't get any help form Amtrak to make the connection. Back about 20 years ago, they used to charge the same fare BAL - CHI and WAS-CHI. Naturally, I'd buy the through fare from Baltimore. But a lot of times I was leaving from work (in Washington), and I'd want to ride down to Washington on 67 early in the morning. It was not easy to get this ticketed. When they stopped giving the "free" ride between WAS and BAL, I would often just book WAS-CHI and buy a separate ticket for 67. I should note that some of these trips were work trips, and they wouldn't reimburse me for the BAL-WAS part, as that was my normal commute. The other time I do this is when passing through Chicago, as I've been building in a layover day on my though trips since the era of the great Norfolk-Southern meltdown. Thus, when the Eagle was 8 hours late on my return from the Gathering in 2019, I wasn't all panicked at not being able to make my connection. (On the other hand, Amtrak didn't pay for my night in Chicago.
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For my upcoming Canada trip this November, I'm booking the BAL - ALB segment as one reservation, including a connection at NYP. But the Northeast Regionals and Empire Service runs pretty frequently, so if there's a screwup, I should still get to Albany that day. (The Albany -Toronto segment is a separate reservation.) The return trip from Seattle, I booked the Empire Builder to Chicago as a separate reservation, built in an overnight in Chicago, and then a Chicago to Baltimore reservation that includes the connection in Washington. Again, the Capitol has to be really late to miss the last connecting train to Baltimore, but it did nearly happen to me once.
