It’s often a good idea to book Delta awards to Europe as roundtrip anyway because if you book two one way tickets then the one originating in Europe will incur fuel surcharges. Delta imposes those on members because they can and because many European programs do, so why be better than their European competitors for award travel which starts on the continent?
There’s another reason to at least search roundtrip and not just one way: Delta may charge fewer miles, too.