It is not that they "won't" let you do that... It is that the computer system is not set up to allow for that.
Make sure that they know you do not want express check out and you will have no problem. You can put one card on the reservation in order to have the account valid to charge (they will not charge the card it is just to allow charging privledges to the account). The ID cards that you will be issued have a long number at the bottom of them you will notice that one ends in 01 and the other in 02 (unless they have to re-print the cards for any reason... just check to see what the last 2 numbers are on your card). When you charge to the room that entire number will appear on your bill along with the charge. The night before you are leaving just go to the desk and ask for a copy of your statement and a highlighter. It is quick and easy to go through the charges and highlight yours and then just tell them you want the highlight charges to "this" credit card and the rest of the to "the other" card.
The only thing you need to keep track of is that they will only allow you to charge $1500 to the room account before they will ask to take a payment, so keep track that you are not near that amount, if you do get close go down earlier and make a payment or else they will charge the original card on the reservation.