That has not been the case for some time. Sometimes they may fly at the same time, and sometimes they do not.
One example: President Obama flew to Los Angeles on a Thurs evening to appear on Jimmy Kimmel Live. He then flew to Phoenix the next morning to visit a veterans’ hospital, and flew back to DC Friday night. Meanwhile, Thursday morning Michelle Obama flew to Burbank, California.
When they take multiple aircraft nowadays, it is not both AF1 aircraft.
They take the following when needed:
Air Force transport plane or two (typically a C-17) for ground transport and logistics (Presidential Limos, Marine One, various Secret Service support vehicles)
Air Force fighter jets for protection en-route (1-4, depending on flight plan and destination(s))
Occasionally one additional plane for the press pool and other staff will follow the executive plane when it's a very large/complicated trip.