They do sell the one "double-rod" setup that holds two curtains--and the double-rod is suppose to hold one curtain and towels too (if you are only hanging a liner for instance, with no outer curtain). The problem I have seen with the one double-rod setup is that they are rather bulky (each rod wider than normal), and the liner rod is lower down that the other rod, and limit your ability to hang each curtain where you want it. It also creates a different effect on the "walls" where the rod ends attach to the wall. Difficult to put this into words, but the double-rods I have seen for this application (and I have only seen two of them) both look similar and personally, I think a less bulky looking double-rod could be made that would look much nicer for the purpose of attaching an outer curtain and a liner.
On the limitation of application issue, when you use the double-rod unit as opposed to two separate rods, it is usually impossible to create the "floor-to-CEILING" outer curtain effect and still be able to use a regular length 72" liner, because the double-rod setup is all attached and just doesn't allow that kind of application, unless you have an extremely low ceiling of course.
As to the bulk of the item and how it looks on each end where it goes onto the wall--maybe you have seen a less bulky unit than what they have here in AZ. I have seen them at Bed, Bath & Beyond and I think Linens N Things, but they are generally not easy to locate. ... View related article.
ADDITIONAL INFORMATION: I just found the Rosedale wallpaper pattern number. It is FL97207 (book: Flora & Faux. P.S. Rosedale (out of Canada) is out of business per Asdek Wallcoverings, who used to "distribute" this wallpaper).