Well, it depends.
Back in the day, when you had the one SD slot and one Compact Flash slot, it was common to record a JPEG to the SD and the much larger RAW file to the CF, since read and write speeds on Compact Flash were higher.
It's as common these days to have both cards of the same type, but some folks still use them like that. Others will have the second slot set up as an overflow when the first one fills.
I shoot everything in RAW these days, and so I record simultaneously to both cards, using one as a backup in case a corrupted card is unable to be read. That way if I shot a whole day's worth of photos at a class or event or something, all is not lost if a card craps the bed.
The only time I do differently is in the Fuji X-T2. I love Fujifilm's JPEG film emulations, and so I'll record RAW to one SD card for post-processing in Photoshop or Lightroom, and then a film emulation JPEG of Velvia or the like on the other card.
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