A spin-orbit coupled two-dimensional (2D) Bose gas is shown to simultaneously possess quasi and true long-range order in the total and relative phase sectors, respectively. The total phase undergoes a Berenzinskii- Kosterlitz-Thouless transition to a low temperature phase with quasi long-range order, as expected for a two- dimensional quantum gas. Additionally, the relative phase undergoes an Ising-type transition building up true long-range order, which is induced by the anisotropic spin-orbit coupling. Based on the Bogoliubov approach, expressions for the total- and relative-phase fluctuations are derived analytically for the low temperature regime. Numerical simulations of the stochastic projected Gross-Pitaevskii equation (SPGPE) give a good agreement with the analytical predictions.