Mofomat,

Thank you for your interesting input. I understand the rule which is indeed rubbish.

This is how I undersand it :
1/ like I have booked CDG-NYC-xxx and NYC-CDG on different travel classes, both legs are considered one-ways
2/ the first leg (CDG-NYC-xxx) therefore is a one-way Award ticket to the United States
3/ I am not US resident, then they cannot issue the ticket
4/ If I had booked the same class on both ways, it would have been a return ticket and the ticket could have been issued

Really tricky IMO.