I suspect that travel to Australia isn't available via Europe and Asia which is why it's pricing out as two separate tickets, someone may be able to confirm that. Either that or you're over the maximum miles permitted for ATL-AKL. If you're willing to travel via the pacific the following flights are all available via individual segments. You could try booking them as one ways via the award Multi-City function or call up and pay the phone booking fee (assuming you're not 1k) and feed the flights to the agent one at a time. Outbound to AKL is in First, return is in Business. Economy is also available but for as long as this trip is going to be...

04JAN ATL-ORD 1434-1534 UA 6258
04JAN ORD-LAX 1715-1939 UA 943
04JAN LAX-SYD 2215-0750(+2) UA 839
06JAN SYD-AKL 1530-2030 NZ 118

19JAN AKL-BKK 1530-2130 TG 492
19JAN BKK-NRT 2350-0730(+1) TG 642
20JAN NRT-ORD 1120-0755 NH 12
20JAN ORD-ATL 1010-1255 UA 3456

Downside with the phone booking is (I think) since this is a mix of First and Business you'll have to book it as two one-ways so two booking fees.

Edit: you could probably get a Business Class round trip if you connect via NRT and/or BKK on the outbound as well. That would save you the extra booking fee and also allow a stopover in one of your connection cities if desired.