CR2 or 2x LIR2450 has more energy?
CR2 average voltage during discharge will be around 3V
http://www.varta-microbattery.com/applications/mb_data/documents/data_sheets/DS6237.pdf

LIR2450 will be around 3.7V (average)
https://www.powerstream.com/p/Lir2450.pdf

(Random datasheets linked)

Essentially you are correct in your analysis that a CR2 should give you more energy density than two parallel LIR2450s - but then the LIR2450 cells are rechargeable. The LIR2450 has less size so a greater % of the volume is taken up by the casing which is a large contributor to this difference, but then so is the chemistry, as they are different batteries, its not apples and oranges but its close.

The discharge rate of your application will further effect the observed life and capacity greatly - so the quoted mAh is rarely seen in high discharge. 
Additionally for low discharge applications the self discharge rates will vary (but I cannot see from my quick look at the data sheets, its often not quoted).

So in summary without buying three batteries and testing there will be an amount of speculation over capacity, personally I prefer in these scenarios to buy the different batteries and test with a dummy load that represents my actual load, or the load itself to determine what is the best fit for me, as its easy and cheap to do (unless your expecting lifetime in the years, obviously).