Hi,
There is indeed no way to set different warehouses to different variants in the interface of the backend.
So having two variants of the same product in different warehouses shouldn't happen.
But if that's the case, then it means that you must have imported your products / variants via CSV, and in the CSV file, you set a different warehouse id in the product_warehouse_id column for the variants of the products instead of leaving that cell blank for the variants so that they automatically take the value of the main product.
To fix that, you can go in the menu System>Mass actions and create a new mass action. There, add a filter on the product_parent_id column being greater than 0 and add an action "update the values" on the product_warehouse_id being equal to 0.
Then, process the mass action and it will unset all the variants warehouse links so that they automatically use the main product warehouse.