Why is it cheaper for me to fly via another country rather than a direct fligtht from the UK?

When travelling east from the UK, on mainly long haul flights, i always find it is cheaper to fly an airline located part way to my destinations. Why is this?
An example being,
i normally fly from the UK-DEL, and british airways is always THE most expensive. I find it cheaper for me to fly an airline based on mainland europe (e.g. air france e.t.c) to asia, with a connecting flight through their hubs.
Do i just pay for convenience of a direct flight and the almost (AI) manopoly they have on this direct flight, or is there something that i am missing. I am 100% sure it would be more expensive for an airline to fly me to say CDG and then DEL, rather than a direct flight, yet the mainland european airlines always come cheaper.
The same is for travelling to the US- i dont have experience with this, but from looking at cheap ticket websites, i can normally fly via mainland europe to the US for at least the same price as say a direct fligtht from the UK to the U, or maybe even cheaper.

Im just curious, im not complaining though.

I would say probably because it is a direct flight, you pay more. How many people fly to DEL via CDG or AMS or other such cities?, in comparison to UK-DEL direct.

I live in Australia and I had the same problem couple of years back. When I wanted to get from MEL-ORD, I could have gone QF/AA for $2200 or Japan Air(JAL) $1560 or Korean Air $1780.

The JAL fare was cheaper because I had to spend night at NRT and Korean was due to the poor connection at Seoul.

So I am guessing the CDG-DEL flight involves a wait at CDG and hence cheaper than the direct flight.  

I have a similar story...A few weeks back my parents were going to OGG and they wanted me to book a flight for them. On every single airline I checked, it was cheaper to make two connections rather than one. (For example: RDU-DFW-LAX-OGG was about $100 cheaper than RDU-DFW-OGG) Why would this be? Shouldn't it cost the airline more to fly a person on 3 segments rather than two? They would end up flying many more miles for much less $$$. This doesn't seem economical...

It works the same way to the States too!

At Easter I was looking for the cheapest flights from London to Orlando return for myself and my boyfriend.

With Martinair and KLM, LHR-AMS-MCO-AMS-LHR was about £550rtn for both of us, with Virgin (direct) it was £2000 rtn for both and British Airways was about £2500!

Unfortunately by the time we phoned up KLM, the flight was sold out so we had to go with VS (bloody good airline though!)