What I usually end up doing, actually did it today, is look into which United city is cheapest in Europe to get to (ie also taking account mileage etc) and also from all the UA cities the cost of getting to another city if for some reason united.com won't price it out or comes up with an outrageous price, then I just find a *A carrier that will give me all my miles on a normal fare intra Europe (pay attention to the carrier rules for mileage accrual, like TAP no credit for S fares). Also sometimes I have travel certs I can NEVER use because all my trips to europe involve a flight on LH intra europe so I have to split my itinerary sometimes... so no you're not crazy one bit, you have to strive for the million miler tag somehow.