I don't think it's a married segment issue, as I am able to get this all on one ticket, one itinerary. I'm going to be more specific:

Case 1:
Multicity search for CLE-IAD, IAD-CLJ, BUD-CLE, restricted to S, I get:

CLE-IAD UA4319 in S
IAD -MUC UA902 in S
MUC-CLJ LH1670 in S

BUD-MUC LH1675 in S
MUC-ORD UA125 in S
ORD-CLE UA5839 in S

Clicking on View Rules and Restrictions yields
CLE - CLJ S SKX6NCE
BUD - CLE S SKX6NCE

Case 2:
Multicity search CLE-CLJ, BUD-CLE, restricted to S, the CLE-IAD-MUC-CLJ flights listed above do not show up at all, though they did show up if the search was done differently, still one search

Case 3
Multicity search CLE-CLJ, BUD-CLE, restricted to S, W, I do get the flights in case 1, but only in W, the return is the same:

CLE-IAD UA4319 in W
IAD -MUC UA902 in W
MUC-CLJ LH1670 in W

BUD-MUC LH1675 in S
MUC-ORD UA125 in S
ORD-CLE UA5839 in S

Fares:
CLE - CLJ W WKX5NCE
BUD - CLE S SKX6NCE

So in both cases the outbound is one fare, CLE-CLJ. The S shows up doing the search CLE-IAD-CLJ and BUD-CLE but does not show up doing CLE-CLJ and BUD-CLE. So I don't think it's an issue of married segments or hidden city or fare limitations as in both cases it is one fare, not a combination

What I don't understand is why cannot I get CLE - CLJ S SKX6NCE in case 2.