Many European airlines don't offer cheap o/w fares. It was only when the low-cost carriers started to become significant players that the legacy carriers started to follow their model of pricing returns as two singles. BA was one of the first to do this, and all the short haul flights within Europe (AFAIK) follow this model.

BA shorthauls to North Africa don't, for example; there, you still need to stay over Saturday night to get cheaper fares. Outside the EU I suspect it's often a question of old restrictive bilateral treaties.

AF doesn't offer cheap o/w fares, so for example on CDG-FCO you need to buy a return and throw away the return half.

I suspect AZ is trying to compromise: cheap o/w LON-MIL because BA does, but no cheap MIL-LON because they don't offer cheap o/w ex-Italy