I believe there is a bug in the tool that it doesn't price up tickets correctly when you end at a different city than you start at.
The only way around this I can think of is to purchase through another method (CAI based agent) or ticket as ending in Cairo and pay the 125 USD change fee per ticket to change after you have it ticketed.
You wouldn't be able to take JL to SYD as it would add one too many sectors (assuming I am counting correctly). The QF flights count as one sector even though there is a stop over in DXB as it is the same flight number all the way. Using JL would use two sectors. You could do BA to SYD on the one flight number as an alternative to QF if you wished.
If MH pull the flight you still have a direct flight on UL that you could take to KL.