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Why are direct flights more expensive than connecting
Because the airline want to make more money. They feel that a non-stop flight is more valuable to the customer than a connecting flight hence they can charge more even though their own cost is significantly less.
Airlines typically don't charge based on cost but mainly on "what price we can get away with" using complicated revenue optimization systems. There are dozens of different prices for the same seat on the same plane.
Also, can I book the MNL-JFK flights for $600 and not get on the flights to and from Manila.
Typically no but it's complicated. This practice is called "hidden city ticketing" or "skiplagging" and you can google on how it works and what you can and cannot do. In short: it violates the terms and condition of your contract. If you don't a fly any leg or your itinerary the airline will immediately cancel the rest of your flights, so you can only do it on the last leg. It also doesn't work with checked baggage.