The only way to explain it is to realize that airfares have nothing to do with the distance you travel. Instead it's all about competition and supply and demand and convenience. On ATL-Europe, DL is able to offer nonstop flights while the competition is not. Those nonstops flights are able to command a premium for that convenience. On the other hand, CHA-ATL-Europe requires a connection, and therefore, competes with other airlines, such as US, that offer connections to Europe through their hubs from CHA. In order to attract the business, the airlines have to compete more on price than convenience since in terms of convenience (with regards to having to connect), the options are equal. The closest comparison is probably real-estate.

This is nothing new for international or domestic flights. DL used to have flights to DAY, LEX, SDF, IND, and CMH from CVG. And many of the passengers on those flights were Cincinnati residents who drove to the surrounding cities to catch significantly cheaper flights right back through Cincinnati (often several hundred dollars cheaper).