This seems to be an AA thing; I tried to book a similar routing about 5 years ago when I didn't know the rules well, and it was rejected with the explanation that the dual transit rule was to allow returning home for tickets originating in the listed cities -- so you have to originate in NBO, etc. in order to make use of the 2nd European transit rule. Not the way I read the rule as written, but that was how AA applied it, and it sounds like they still do that. QF is unlikely to ticket it (they would rather sell SYD-PER), and BA is even more fickle.