Did you try MSP-LHR-TLV-MSP? I'd assume that you would not get the individual segments message for that. Of course, I am assuming that you are only looking for time in London on the outbound trip.
Or, book as two separate round trips - MSP-LHR and LHR-TLV?
It's worth looking at in any case. I do a lot of multi-city trips, all international*, and find that more often then not it's much cheaper to have separate reservations. I almost always end up having one open-jaw ticket that takes me to my first destination and brings me home from my last, with a separate booking to cover the open jaw. Almost every time I try to book it as one PNR with multi-city the price is ridiculous.
*For me, international means flying to the US, visiting two or three cities and returning home. Those flying from the US to other countries might not be seeing the same thing as I.