or you could split it
Simple answer to your basic question:
There is very little chance of getting away with buying a ticket originating somewhere without actually having to start flying from the point of origin.
Further exploring the situation:
There are cheaper ex-USA options than the ones you've been getting. The full published fare for Aeroflot biz class (NYC-BOM) is around $2750+tax, and I would not be surprised if a consolidator could get you a lower price.
Alternatively you could buy a cheap economy ticket to Europe and then catch Czech to CMB. OK's full-fare business class MXP-CMB only costs $1642+tax- or $986+tax one way.