Buy further in advance. Seriously, not really trying to be a smart a$$, but one reason is the proximity of the flight. Except for the last minute fare sale things, buying flights this close to departure almost always results in higher fares. AT least that's been my experience.
Also, it generally seems to be the case with AA that europe-here is more than here-europe. Not sure why. I found JFK-LHR for $511. But the LHR-JFK was $889 (a little less than you found)- about 10 different flight combos, including, for example, 115/132.
If it's not a "must go" flight, you could try waiting it out to see if something drops.
Cheers.