This is called "married segments" and is very common for airlines.

It is because JAL is not prepared to offer you award seats for CDG-TYO or MAD-TYO direct (as most likely JAL expects to be able to sell the seats as revenue), however, to attract pax from other countries/markets JAL will be prepared to sell you MAD-CDG-TYO or CDG-MAD-TYO. I agree that in your situation it makes little sense (when JAL has direct flights from MAD and CDG).

Just book the indirect itinerary; hope for a schedule chance or cancellation and then req. (invol) rebooking to the direct flight to TYO.