They will generally follow routing rules for your fare for SDC (even though this isn't really addressed in SDC policy -- however, there is some wording in CoC on SDC that mentions "unless otherwise specified in the fare rules" as an exception). While there are times they can override them (particularly if there is potential for IRROPs), you can't always count on it. It's fairly frequent to see fares that require non-stop routing in their routing rules. In some cases, cheaper fares on route will require non-stop routing and there can be more expensive fares on route which allow certain connections in routing rules. Without knowing route, can't really say if that is the case here. The routing rules for a fare can be found on ExpertFlyer. For example, cheapest DTW-DEN fares require non-stop routing --

TRAVEL MUST BE NONSTOP OR DIRECT

While the more expensive fares on DTW-DEN allow certain connections. There can also be cases where DL will show broken fare options for purchase where they are showing flights purchased on separate fares on one ticket. Just because they are showing flights for sale on a broken fare doesn't mean you can SDC to that routing when you have purchased flights on a single fare.