KL is probably the most notorious for marrying city pairs like this.

Just because DEN-AMS + AMS-MUC are available, doesn't mean that DEN-AMS-MUC will be available on the same ticket. This is by design.

If you can stop over in AMS and try for an AMS-MUC the next day, you may have better luck.

Another thing to try would be AMS-CDG-MUC on AF.