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If you're going to advertize the same address block, from two different BGP peers, whether to the same ISP or different ISPs, the expectation is, you can get to or from that address block along either path. I.e. you need an "internal" path between your two BGP peers. Otherwise, the "critical" BGP path fails, you continue to advertize an address block that's unreachable.
There's no need to split your block unless you were trying to manually load balance using your two paths.
As another poster noted, you might have asymmetrical routing (depending on path costing), but from a pure L3 perspective it doesn't matter. It can, though, matter to stateful devices like firewalls. The latter might be addressed by firewalls at both sites sharing state information.
