One-way fares are much higher than round-trip fares because it's usually business travellers who buy one-way fares. And since their company picks up the tab, they (the traveller) doesn't care about the price as much. Business travellers are not as price sensitive as leisure passengers.
One-way fares are less restrictive than cheaper round-trips -- if you compare the fare rules for one-way fares you'll see it's easier and/or cheaper to change the dates, that travel isn't restricted to certain days, and that you can purchase them much closer to the travel dates. In exchange for this flexibility (which, once again, is targeted towards business travellers who may have to change plans or book tickets at the last minute), you pay more.
If you're not willing to pay for that flexibility, you'd buy the cheaper roundtrip. And the rules for that will mean you'd have to pay a lot to change the travel date, you may be restricted to travelling only on certain days, and you have to purchase the ticket at least X days in advance.
It's all about segmenting the customers. Why to you think movie theaters charge less for midweek matinees?