Originally Posted by
SamOF
Clearly the OP knows this, as he booked the flight as two segments for the upgrade.
And I'm pretty sure they don't do it due to lack of flight numbers. It's a marketing trick, and arguably a deceptive one.
This is often discussed here... several other threads on the topic.
Consensus opinion is that "direct" flights appear higher in some reservation search engines.
That said, "direct" flights are one of the bigger farces that DL Management maintains in its archaic marketing system.
PAX is disadvantaged with respect to FF credits, and faces the risk of what the OP experienced.
Direct flights offer no real advantage to the PAX.