According to the poster, he found a combo that wasn't available in the online booking system. From what I recall from my time at Travelocity (coming onto 20 years ago, so probably slightly out of date), there are only a handful of GDS 's(Global Distribution Systems), of which Sabre - the owner of Travelocity - was at the time the largest. Those GDS systems are supposed to know about all of the flights from all of the airlines and find the cheapest route across all airlines and for a long time, they did. But as time went on, carriers like Southwest refused to participate with the GDS's and offered direct fares to customers while competitive GDS's sprang up and started to fragment the ones that were being used.
I can't recall exactly which GDS Expedia used (Worldspan or Galileo I think), but I do remember that you could comparison shop between them and us and find lower fares depending on which GDS you were using because they listed some airlines that we didn't and vice versa and even some fares on specific airlines - Sabre was originally an AA subsidiary so tended to have better access to AA fares and was _always_ the cheapest way to fly in or out of Dallas.
So what OP is looking for is what the GDS's would call an uber-GDS - which is, of course, what all of them are angling to become, but are being thwarted by competitive business practices. It's entirely possible that he found a route that was partly available on Sabre and partly available on Expedia that was cheaper than what was available on either, but he had to go poking around for it.
So, why not make a GDS of GDS'es that searched all of them and found combinations like the one OP found? A lot of companies tried - sites like Travelocity and Expedia and Orbitz were online and scrapeable, after all. The problem was, there was no money to be made in them. Travelocity made a lot of its money through travel agency fees - Travelocity acted as a travel agent and got the same commission on tickets that a brick and mortar travel agent would get. I assume Expedia and Orbitz and Priceline did the same. The aggregators, on the other hand, had to charge a fee on top of that to make their site profitable. There are a few people like OP who have a specialized need to be in a certain place at a certain time that an aggregator of aggregators could come up with, but not enough that were willing to pay a fee on top of the combined flight. In addition, savvy travlers could search the aggregator... and then go book the individual flights directly on the travel sites (you couldn't do this with GDS flights, at least not back then).
So yes, Expedia's way is better, and the best option in 99% of cases. It'd be great if the airlines would play ball to give consumers what they wanted, but... well, good luck with that.
If so why would you want this? Isn't the Expedia way of issuing a single ticket better?