I'm afraid the simple answer is:

"That's just how it is".

Cheap fares on long-haul routes are generally only available as returns. It's been like that for as long as I can remember. Will it ever change? Who knows.

Is there any reason you have to book separate tickets?

I suggest you look at

- either, booking a cheap return across the Atlantic (US hub to either LON or BCN) and booking the short-haul flights separately

- or, booking an open-jaw ticket (US hub to LON, BCN back to same US hub) and, again, booking any remaining flights separately