Is an open-jaw flight always more expensive?

Not necessarily. While the ticket might cost slightly more than a standard round-trip, you save the cost of a train ticket or flight back to your arrival city, plus the value of a full day of travel time.

Can I book the middle connection as part of the multi-city ticket?

You can, but it is often much cheaper to book your internal transit (trains or budget airlines like Ryanair/EasyJet) separately. Only include it in the multi-city booking if you want the protection of a single ticket across all segments.

Booking Open-Jaw Flights for Europe

Use the 'Multi-city' search tool on airline or aggregator websites to book a flight arriving in one city and departing from another. This eliminates the need to backtrack to your original entry point, saving you both time and money on return trains or budget flights.

Choose your primary entry and exit hubs. Pick a major airport for arrival and a different one for departure. For example, fly into London (LHR) and fly home from Rome (FCO). Choose hubs with heavy international traffic to keep costs lower.
Select the 'Multi-city' option. Navigate to Google Flights, Skyscanner, or an airline's website. Do not select 'Round-trip'. Look for the 'Multi-city' toggle on the flight search interface.
Enter your flight segments. Input your first leg (Home to Entry City), your second leg (Exit City to Home), and leave the middle portion blank. Do not try to book the transit between your European cities as part of this flight ticket.
Check the price against two one-way tickets. Sometimes, two one-way tickets on different airlines are cheaper than one multi-city booking on a single airline. Compare the 'Multi-city' total with the combined cost of two one-way fares before clicking 'Book'.

Is an open-jaw flight always more expensive?: Not necessarily. While the ticket might cost slightly more than a standard round-trip, you save the cost of a train ticket or flight back to your arrival city, plus the value of a full day of travel time.
Can I book the middle connection as part of the multi-city ticket?: You can, but it is often much cheaper to book your internal transit (trains or budget airlines like Ryanair/EasyJet) separately. Only include it in the multi-city booking if you want the protection of a single ticket across all segments.