It does happen; if the lowest available fare class on the first segment, is not the same as a later segment the website will often price the segments separately.

A few tips:

- avoid entering every city on your trip in the multi-city. Do not enter YYJ-YVR, YVR-YYC then YYC-YEG. Try entering YYJ-YVR and then YVR-YEG.

- try booking other flight times as hopefully the fare class you need will be available on one of these.

- you can try looking at the seat map for each segment individually. When you hold the cursor over the seats, you can apparently determine which booking class is available. If it is the same booking class for all three segments, you should get a through fare.