Code requires that all circuit conductors be run together. This is pretty hard to do with one neutral... and two panels !
Code also calls for neutrals of different systems, when run together, to be identified. While this is usually applied to systems of differing voltages, I think it would also apply here.
It may not seem necessary, but the "electric gods" are a tempermental bunch, and I find it best to keep things as simple, as separate as possible. Backfeeds and open neutrals are headaches enough when there's only one panel involved.
