Into which field? the key field used to define the self join? It isn't actually being ignored, but the return does affect how FileMaker matches records in a relationship.
If you have these two values separated by a return in a relationship:
It will match any record in the related table that has either Apple OR Orange in the match field--which is why the second value appears to be ignored in your case. You may need either a calculation field or text field with auto-entered calculation that uses substitute to replace the return with a different character so that the entire field contents (up to 100 characters, I think) will be used to match values. You'd use this new field as the match field instead of the one you are currently using.
Substitute ( YourField ; ¶ ; ", " )
Is one possible way to do that.