Hi Jenny,
My answer might just complicate things further, but...
We were just there in May and ran into the same perplexing situation. We got off the metro at Atocha RENFE and wandered for quite a while. We eventually purchased our tickets in the main hall (which would have been easier to access from the Atocha metro stop right outside) and went straight up the escalators (again, in the main hall) to our AVE train to Toledo. So from what we could deduce, it would have been simpler to get off at Atocha.
However, if you do a Google search, most answers maintain that Atocha Renfe IS closest to the high-speed train platforms. In our on-the-ground experience, that wasn't true, but perhaps it is if you already hold a ticket.
My personal suspicion is that the metro folks wanted to reduce human traffic at the train station/metro stop, so they divided it into two and labeled one "Renfe" to divert some of the crowd flow. Ultimately, neither one is too much of a walk from where you need to end up.