MEM-MRS with ATH-MEM return open-jaw is fine. The "one country" on the EU side open-jaw requirement only applies to EU origin fares. As noted above, there is no such fare rule combination restrictions on US/North America origin fares. US-EU fare filings are asymmetric and when you purchase roundtrip ex-US itins, they quote US origin fares in both directions of travel.

It It is likely due to some other issue. DL has been having on and off issues with constructing partner itins with DL coding/fares. It could be "on" again. Have you tried constructing itin on Google Flights and then bringing it up on delta.com? Also, if you are trying to construct trip hop-by-hop with multi-city search on delta.com, that won't work. Multi-city search on delta.com requires a fare break between each search term in multi-city searches (you can only have MEM-MRS and ATH-MEM as search terms).