Jefro;
Along the lines of what Guy Betsy is talking about, have you tried pricing the whole ticket as JFK-TPE via HKG?
I don't know what class you're traveling in, but, as an example, a CXleverage J-fare JFK-HKG-TPE-HKG-JFK is actually $2440 cheaper than a JFK-HKG-JFK ticket ($3095 vs. $5541.) In economy, priced on on CXleverage, JFK-HKG appears to be about the same as JFK-HKG-TPE-HKG-JFK-- about $900 or so.