Unfortunately, when you search hop-by-hop using multi-city, the fare search engine is only looking at the individual flight bucket inventory and will quote through fares based on that. It's not until you go to purchase where it does a check on the actual married segment inventory for the fare and can discover that it does not match what's available on the individual flights. The message is misleading because the fare was not actually not available at all on these particular flights. It's just that the fare search engine did not discover that fact until the final checkout phase when it actually checked the married segment inventory.
I've definitely experienced this on simple round trip searches as well.