Do they both look nice, big, strong and healthy? I would assume that because you bought them, they probably do. If so, I say leave them both intact. Two healthy plants should always produce more habaneros than one.
If one clearly seems to be "stealing" from the other and you really have reason to believe that it won't do well, then you can decide to cut the weak one off if you want. Still though, I'd wait and see how it does in the buckets before decapitating it. When you place the buckets, try to make sure they're both getting good light; if one's shorter, put it on the side directly facing the sun. It might take a while, but it might just explode.
Personally, I'd just leave 'em both no matter what; I never had any problems with two plants in a container, and they turn out to be just as strong as the singles. And they have an advantage: two plants grown and planted together can give extra protection from the wind without a separate stake.
I would be too paranoid to even consider separating the plants' roots, and wouldn't recommend it myself....