This is how the
UNION statement behaves. Very generally speaking, it combines the results of two queries into one. So since you're only selecting a single field in each query, there is only a single column -- a single column can only have a single name.
If you need to know which query it came from, you could add a second column and use it to know.
SELECT accepted, 'accepted1' as source FROM friends WHERE from_id = :request_from AND to_id = :request_to UNION SELECT accepted, 'accepted2' FROM friends WHERE from_id = :request_to2 AND to_id = :request_from2