There are a lot more to airline flight costs than just distances flown. Supply/demand, competition also comes into play. So two flights on busy, competitive routes might cost less than the single route. Also, airlines will often show lower price but higher hassle flights to get you to spend more for convenience. Miami to Madrid isn't more expensive because it costs more to fly you there vs. a connection in New York, but because the airline knows you'll pay the $200 extra not to have to connect in New York and get to Madrid 6 hours later.