The reason is that there is no valid combination of fares that exist that can cover your desired route. Therefore there is no price for this itinerary. It is not for sale.
Inspection of the KL fare tariff on AMS-BUD reveals the reason. Even the most expensive full flex business class fare has the following restriction:
END-ON-END NOT PERMITTED. SIDE TRIPS PERMITTED WITH
OPEN JAWS/ROUND TRIPS/CIRCLE TRIPS
FARES MAY BE COMBINED ON A HALF ROUND TRIP BASIS
-TO FORM SINGLE OR DOUBLE OPEN JAWS WHICH CONSISTS
OF NO MORE THAN 2 INTERNATIONAL FARE COMPONENTS AND
THE OPEN SEGMENT AT ORIGIN MUST BE IN ONE COUNTRY.
THE OPEN SEGMENT AT DESTINATION HAS NO RESTRICTIONS
As you propose the open segment be at the origin and across two countries, KL has prevented the construction of this open jaw ticket with any of its fares.
If you force this via ITA, it will find a way to construct the ticket quote by using all-airline "YY" fares. IATA, the International Air Transport Association, creates these fares for historical reasons, and at one point they were accepted for travel by all IATA-member airlines. However, KLM will no longer accept tickets composed of YY fares, so the price it states is not valid.
The commercial reason for this shortcoming is a mystery to me. Personally, I have very little faith in the revenue management group at the AF/KLM group and it may simply be a case of incompetence.
Of course, you can still buy your trip by purchasing two separate one-way tickets. Why AF/KLM have decided that this cannot be combined into an open jaw ticket at the same price is, as I say, not a question I can answer.