Many (mainly US) airlines are doing this. Just slap the same flight number on two different flights (like in your case) and the flight will show up as 'direct' high up on the list of possible flights in the reservation systems. Sme people see this as a scam.
Non-experienced travelers and non-experienced travel agents are falling into this trap and book this connection.

For the traveler there is no advantage of this kind of a direct flight vs. a connection. You will arrive (as mentioned) in the US, clear immigration, pick up your luggage, take it thru customs, drop your luggage off after customs (if you are there before the cutoff time for your flight), make your way to get gate of your next flight (which at some airports could even be in a different terminal) .

If you cannot make it in time thru customs find a US airways counter, they will rebook you and take your luggage. Pretty normal, lots of people miss their flights in that kind of a scenario.