To support regular flights to less-traveled destinations, major airlines typically route passengers through their main hubs to consolidate them, and send the planes from there. That is why it’s not common to get direct flights unless departing from a hub city. This is known as the hub and point routing model, as opposed to point to point.
This Wikipedia page has more information (North America bookmark but it covers other regions too):
http://en.wikipedia.org/wiki/Airline_hub#North_America_.28including_Hawaii.29
You can sign up for fare watches from the major travel sites, and they’ll let you know when cheap promo fares are available. I’ve seen roundtrip from LAX for as little as $308 in the last few weeks, though you have to sign up fast and know your dates for those bargain fares.