Often it's either cheaper or wiser to book two one-ways. For instance, if you book multi-city then your return leg will be lost if you miss your outbound or if you want to change it within 24 hours or after the outbound leg. However, you could still cancel or change a one-way.

Some countries have much lower taxes and fees (e.g., Hong Kong, Luxembourg) whereas others are higher (mainly the US, though it's not quite as bad in economy).