I don't think AA has anything to do with availability on the AY-operated JFK-HEL segment; I think this married segment availability only applies to itineraries that are entirely operated by AA. So for pricing an award, you really need separate availability on JFK-HEL (which is there) and the nonstop RDU-JFK. It's RDU-JFK that AA isn't making available (presumably because the cash prices aren't low enough for them to want to sell awards for 7500 miles on the nonstop), not RDU-JFK-HEL. That's why you can get the RDU-JFK segment as part of RDU-JFK-MAD/BCN: AA has apparently made the married segments operated by AA to Europe available (since you can't use that availability to get RDU-JFK for only 7500 miles).

In other words, you're running into AA's generally-crummy-these-days award availability on the nonstop and not getting any benefit from the apparently-increased-a-bit availability on connecting flights. Not that this makes AA's award availability any less annoying (that's a significant reason I no longer credit anything to AAdvantage if I can help it).