Pricing is somewhat of an arcane art, so I can’t say definitively that they’re wrong, but I’m able to combine your existing fare with a U fare (same days of week, but obviously a future date). I just went back and re-read the rules, setting the purchase city to both ROM and LON, and I still don’t see anything that should cause a problem.

I’m not surprised that United.com can’t compute it properly, but I am surprised that the rate desk wasn’t able to get the lower fare. Their entire job is pricing complicated tickets.