Different Priority on Same Flight??

Few months ago, I booked one way flight HKG to TLV, dated June 2018, U class. It was confirmed immediatley but held the deadline to issue the ticket until tomorrow.

Few weeks ago, I booked the inbound flights, CDG to HKG and then KHH. Both were confirmed. However, when I added outbound flight KHH to HKG, it was on waiting list.
It was quite strange for me that I could see U class available online(KHH-HKG), but the MPC agent kept telling me it was not!

Today, I tried to book the KHH-HKG flight online. It was confirmed but not issued. Therefore, one booking reference was made. I phoned MPC for an explanation why I could book it confirmed, get a booking reference but they can't ?!

I was on hold for a while, and then told that one way (KHH-HKG) got higher priority than it was part of transitting journey (KHH-HKG-TLV). Thus, single KHH-HKG flight could get confirmed but as part of the journey couldnt!!

This was very weird and new to me. All 4 sections are operated by CX/KA. It means CX has entire control to all the flights. However, MPC just cant help.

Obviously my GO status doesnt work here, maybe DM does...