Flying from US to one European airport then flying back to US from another

You are correct you will not have any issues.
https://en.wikipedia.org/wiki/Schengen_Area

Thanks! I thought since it was travel between Schengen countries it would be okay. I just didn't know if we would get any grief trying to return to the US from BRU since we entered Europe at AMS. Thanks!

This is called an "Open Jaw," and I'd guess a good portion of European travelers from the US do it. No one will say a word to you about it - routine.

And the Schengen zone has nothing to do with it, you can fly into and out of just about anyplace without an issue (Into Amsterdam, out of the UK for example)

When booking your flight, choose Multi City option. We do this yearly.

Nearly all our trips are open jaw. Nobody says anything.

From what I see, there shouldn't be any significant
immigration/customs issues with this and people fly into and out of
different airports in Europe back to the US all the time, correct?

Correct. We do open-jaw flights quite often.

Booking open jaw/multi-city is also often noticeably cheaper than booking two different one way tickets with most airlines and alliances.

As to pricing open jaw tickets, my experience is you must shop carefully and think creatively. I recall one personal example where a round trip-ticket to a prime city and then a separate round-trip ticket to another European city was significantly cheaper than an open jaw ticket with a one-way ticket (relatively short flight). Go figure. Again, think creatively and shop, shop, shop.

I do Trans Atlantic cruises and fly home. This year my Father and I are flying from the SF Bay Area-Tampa then taking a cruise to Amsterdam flying back from Amsterdam-Iceland spending 4 nights in both Amsterdam and Rejkiavik and flying back to San Francisco. No problem whatsoever.