Multi-city doesn't really do what people seem to think here. It will still try to merge segments onto EWR-CTA and PMO-EWR fares as UA doesn't sell FCO-CTA and PMO-FCO standalone revenue fares itself (only ITA does). As noted upthread, fares are sold on an O&D, not additive, basis. It looks like if you are willing to consider other connections on LH through MUC or FRA, there might be inventory in cheaper fare classes than flying UA through FCO (knowing dates would be helpful) as I definitely see cheaper Premium Plus fares on these routes than the price you listed. But if you really want to fly UA to/from FCO, you would need to by trips on separate tickets.