Is it sometime advantageous to split a transaction into multiple smaller ones?
It can be advantageous to split transactions in order not to draw from different addresses in one transaction, because that would announce that both addresses belonged to the same Wallet (for the privacy paranoid user).

The priority of a transaction is reduced by having more source addresses, however it is on the other hand increased by sending a larger amount. Coins that have been held for a longer time also increase the priority.

I don't see why it would have been necessary to transact in this fashion and I think the overall size for the network would be the same (2*250B or 1*500B).

I would assume that you had two different addresses holding coin that were each emptied each in one transaction.