The bigger question is why you have two neutrals in the box. It sounds like you are feeding a second outlet as a half hot; if so that red wire should be connected to another red (but not the outlet).
It is also possible that your home is of more recent construction and the switch has a neutral in the box as required by code, but is not connected to anything.
Either way, both neutrals should be connected in what used to be the half hot box, and terminating them both on the neutral screws serves this purpose. Leave them as they are, with both connected to the outlet.