They should be joined together, and its so you can have two different cable types (bad practice to have stranded and solid conductors in same terminal for example) and maybe so you can mess with whats connected to the load side without touching the earth on the supply side (though you should have it turned off anyway!)
IIRC, if the potential earth leak current exceeds 10mA, as it does in some IT installations, you need to have 2 earths, one for the way in and one the way out.
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