You don't need to avoid through flights, you just need to book each segment of the through flight separately. So for ATL-HKG, you just book ATL-DTW and DTW-HKG under the same flight number. It costs $2.50 more in AY tax and $4.50 more in XF tax. Same flights you would have been on if you just booked the through flight.
I'll keep that in mind if I am booking on DL.com, thanks. Our online corporate agency doesn't allow us to book that way, among many other things it doesn't allow, like booking upgradeable flights :-(