Upvote:4
The answer is this: yes, Delta will build this for you, at that higher fare. There must be more competition on the RDU-JFK and JFK-LHR routes than on the RDU-LHR route, so the fares are skewed.
Also, it's possible that the RDU-LHR route has higher fares because of connection risks at JFK - in part, you're paying a risk premium.
You can certainly ask, but there's a reason Delta in this case charges what it charges for RDU-...-LHR.
If you want a lower fare, check out alternatives. For example, Air Canada can fly you RDU-YYZ-LHR/LGW and has more reason than Delta to provide you with a low fare.