In an Aikido context it might appear rude, but as I already mentioned above, it is actually the norm in society outside the dojo that only one person says it - the requester.
it might be a difference in the view, who is the requestor. If you are working in a strong hierarchy, where the senior only eaches the junior and the junior only learns from the senior, probably only one has to ask for a favour.
I was told that the student asks for lectures and the (aikido) teacher asks for the students to learn from him. During practice, both should be learning from each other. That is probably the reason, why in aikido both ask for the favour train with the other. There are two requestors and consequently two "onegaishimasu".