Interestingly, if a full-backup file with exact same name (and .bak extension) is already in that path then the command will append (and merge) the differential content to it, without even asking if we want that to happen. That means, we won't be able to separate the contents of those full and differential backups any more. Restore-SqlDatabase command does not give you an option to do a differential (or "-Incremental") part of restore.