Not always. Many airlines (for example, American Airlines) will protect your connection even if you've purchased two separate tickets. And they'll do this across their entire OneWorld alliance of airlines, not just within the company. But unless you have added a frequent flier number, the airline needs multiple matching information (Name, DOB) to be able to make the link between your two reservations automatically. Otherwise, they would be unable to proactively rebook, hold the connecting plane, have someone meet you at the gate to rush you to the next gate, etc.