Because most fares don't allow you to connect via the intermediate points, so you need it to appear as HNL-GUM.

I spent hours and hours trying as well, and finally bought a Z fare in the end...and even Z space was hard to find.

How do they fill it? Well, we were booted out of biz on one segment for a disabled passenger and their companion...because UA was making an "accommodation." So I suspect at least between islands there's a bit of shenanigans going on.