One Roundabout Way To Get To Europe

I'm scouting flights now for September and hope to book in the next month or so. So far, I'm planning on taking Southwest to either Baltimore, Philadelphia or Boston then flying Virgin Atlantic or Aer Lingus to London - whichever is cheaper. However, I'm still looking at other airlines and keeping tabs on prices. I checked Kayak.com today during my lunch break and I have a question for United Airlines: why is it necessary, if I want to fly your airline, that I travel from Nashville to Chicago, Chicago to Los Angeles, and Los Angeles to London? Really? You realize that is the complete opposite direction I need to be going, right?