This almost looks like when you booked as the one-way, it selected U fare for your second flight as the "lower" fare code, but for whatever reason U is pricing higher than L for that flight.

When you booked multi-segment, it ran its search differently and actually looked at the pricing, selecting the lower $ in L even though it's technically a higher fare class.

Just another example of why I usually start with ITA to find fares, and then poke and prod DL.com until it gives me the same thing.