Separate or all flights on one ticket?
1.) If you fly on separate tickets, your luggage will not go through directly to Athens on your outbound. You will have to fetch your luggage, go through customs and then all the way to check-in from scratch.
2.) On separate tickets, should you miss the flight to Santorini due to whatever reason for delay, the risk is on you. Therefore you need much more time between the two flights on separate tickets.
3.) You will be able to reserve a seat. But you will need the PNR number of the Aegean flight and do it separately. And it is only a 50 minutes hop from Athens to Santorini. Worst case if it goes wrong, it is not dramatic, if you just sit in any available seat for this very short hop.
4.) Price. How much is the price difference is you book separately?
5.) Unless the United tickets are special tickets related to the cruise company, you can book those ticket directly through United. If you talk travel agent, I hope this is a real travel agent with a shop on the high street and not an online travel agency.
Advice:
By booking all flights on one ticket you reduce your risks, fly much smoother, and can book flights with less time between arrival and departure. I do not understand, why you would not be able to reserve a seat. In my opinion it should be possible. But even in the worst case, you talk about a 50 minute flight.
Unless there is a rather large price difference (which I strongly doubt there is), I would book these flights all through United on one ticket.
