Baffling. If R shows as available on a one-way search on the single segment and you're not buying a "direct flight" that includes that segment, go ahead and buy the round trip then apply the upgrade online or phone it in. Display can sometimes be wrong (R0 is sometimes shown when per-segment search shows R+).

Prevailing theory is that married-segment logic controls upgrade display but would have to see your exact flights/travel dates to understand what's up.