I have two Uri objects passed into some code, one is a directory and the other is a filename (or a relative path)
var a = new Uri(\"file:///C:/Some/Dirs\");
Well, you're going to have to tell the Uri somehow that the last part is a directory rather than a file. Using a trailing slash seems to be the most obvious way to me.
Bear in mind that for many Uris, the answer you've got is exactly right. For example, if your web browser is rendering
http://foo.com/bar/index.html
and it sees a relatively link of "other.html" it then goes to
http://foo.com/bar/other.html
not
http://foo.com/bar/index.html/other.html
Using a trailing slash on "directory" Uris is a pretty familiar way of suggesting that relative Uris should just append instead of replacing.