Welcome to FT!

This issue is not limited to Delta. Most (if not all) of the other major carriers do this. Some people have had luck ticketing the journey as separate segmets using multi-city or asking res. agents to "split" the itinerary. I don't agree with it, but it has been going on for ages and most people here are familiar with it because it comes up pretty often. At least now you know and can make different decisions next time.

edit: The competitive reason is this: "direct" flights show up before connecting flights in reservations systems, which might lead more people to choose them over another carrier.