I've come across this situation in the past and I'm not sure if I've misunderstood or if it is a real limitation of online booking sites run by airlines.
I'm going to use an example of travelling from London (in the UK) to Wellington (in New Zealand) but it is (I think) a more general situation than that.
So in order to get from London to Wellington ...
One possibility is to book a primary ticket with, say, Malaysia Airlines . Malaysia Airlines don't fly to London to Wellington but they do fly London to Auckland, New Zealand. As a result you can't go on the Malaysia Airlines website and say "I'd like a London - Wellington ticket" - instead you buy two tickets - one from Malaysia Airlines (LHR-AKL) and one, using the Air New Zealand website, from Air New Zealand (AKL-WLG).
Another possibility is to book a ticket with Air New Zealand who will fly London to Auckland and then you change planes to get to get to WLG on another ANZ flight but all on one ticket .
As far as I can see the benefit of the second option is that if the incoming flight to AKL is delayed then ANZ are going to sort the situation out for me. By contrast in the first situation if the incoming flight to AKL is delayed then as far as ANZ is concerned I'm just some person who failed to catch their flight.
In the days before internet booking you'd go to a travel agent. They would produce one ticket booklet which included legs from London to Wellington and which all the carriers involved considered a single ticket. As a result if there was some disruption in earlier legs the carriers doing the later legs would just take it on the chin and sort it out for you .
So is this an intrinsic restriction on using airlines internet booking ? If so is the answer to simply 'use a travel agent' ?
EDIT: In the first version of this question I had used an example which, it turned out, didn't illustrate the problem I was trying to describe so I have now changed that. Sorry for the confusion.
EDIT2: Just to make clear what I want to do as some commenters have asked. I'm looking to :
- buy a single ticket so that I don't have to worry about leg 1 being delayed and so missing the flight on leg 2 and
- have as wide a choice of airlines as possible.
As some have pointed out I can buy a single ticket with ANZ and achieve this aim but I want a greater choice of airlines. Some have also pointed out that this is possible with some airlines (such as Emirates) and I had overlooked that so that is useful information - thank you.
Although I mentioned paper tickets that is not my interest, I was just contrasting the situation pre-airline-websites and today.