Whether you book EWR-CTA roundtrip, or EWR-PMO roundtrip, or EWR-CTA + PMO-EWR open-jaw, they all qualify for roundtrip fares as long as you meet min stay requirments (7 days for cheapest R fares) and the same fares apply no matter if you route through FCO, MUC, FRA, or other options. The different pricing basically comes down to fare class availability and day of week of travel (mid-week travel fares are slightly less than weekend travel fares) on flights as long as you meet the min stay requirements. That would be P, A, and O for UA marketed PE fares and N, E, and G for LH marketed PE fares.

While fare filings on EWR-CTA and EWR-PMO are not identical, the pricing is pretty close to each other. One minor difference is cheapest PE fares on EWR-CTA require a 90 day advance purchase, while the cheapest ones on EWR-PMO only require a 50 day advance purchase. While fare filings are asymmetric between US and EU based on origin, when booking roundtrip/open-jaw with US origin, both outbound and return fares are priced using US origin fares.

Midweek travel fares have an 'X' in the 3rd position of fare basis code, while weekend travel fares have a 'W' there (shown below). Weekend travel fares are $110 more on an each-way basis (you can mix mid-week and weekend travel fares together).




Cheapest EWR-CTA PE fares mid-week travel (qualifications below). As you can see, the expression "mid-week" is used somewhat loosely here.




Cheapest EWR-PMO fares mid-week travel

Of course, it makes a huge amount of sense that the desirable itineraries cost the most...

For what OP is willing to pay for PP, there are round trip business class options to Rome (if there�s flexibility on dates), with connections on to the desired cities via 6k rewards. Obviously there�s benefit to keeping all in a single ticket� but worth a look. Personally I�d hate spending that much cash knowing I could have sat up front.


edited to add: Mxp offers nonstop UA options for $2,500, but the reward situation is trickier.
disregard, I didn�t have filter set for UA

1. Seat maps aren't loads.

2. United has a few decades of historical sales data to reference for pricing, and is pretty familiar that not many tickets are sold 7 months in advance.

Can I ask what 6k rewards refers to?

shorter intra-EU flights only cost 6k miles. Non-stops only.