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.
It's easy to slip up when you are booking on the phone, especially if the airline chages flight numbers and one is not familiar with routings. One has to be watchful.