DL has a monopoly on the non-stop's on these routes and thus you can expect traditional legacy pricing with cheaper fares requiring a roundtrip purchase with a Saturday night stay. I'm guessing your trip does not include a Saturday night stay and thus does not qualify for the cheaper fare classes..
Unfortunately you are 100% correct with these smaller markets that Delta is in. There just are not other options and these legacy carriers know this. For the small guy this sucks. My itinerary is flying out on a Tuesday and then back in on Wednesday last flight of the day from ATL into OMA.