DeltaLima is correct but there is a little more to the story which he hints at in his link. This topic is known as Freedoms of the Air. There are five official in total, each dictating in what way an airline may operate in a foreign country. What KLM has done is a:
- Normal stop for those getting off.
- Technical stop for the onward passengers.
Both are less controversial than what would essentially be letting a foreign operator offer flights in your country, which would not help local carriers ( and which would constitute Cabotage as DeltaLima says).
The technical stop is defined in the second freedom of the air:
Second Freedom of the Air - the right or privilege, in respect of scheduled international air services, granted by one State to another State or States to land in its territory for non-traffic purposes (also known as a Second Freedom Right).
The Third and Fourth Freedom states that the airline can load and unload passengers in a foreign country for transport to and from the carrier home country:
Third Freedom of The Air - the right or privilege, in respect of scheduled international air services, granted by one State to another State to put down, in the territory of the first State, traffic coming from the home State of the carrier (also known as a Third Freedom Right).
Fourth Freedom of The Air - the right or privilege, in respect of scheduled international air services, granted by one State to another State to take on, in the territory of the first State, traffic destined for the home State of the carrier (also known as a Fourth Freedom Right).
(Needless to say, 3 and 4 go hand-in-hand)
Source: ICAO
See also this Boeing document for easier reading.
The other option, aside from not doing it for legal reasons, is that KLM cannot justify the trouble and cost of doing it.
- Setting up more domestic presence (websites, additional staff, pricing in regard to competition) in a foreign country is a somewhat complicated business.
- There would be additional waiting time on the ground when stuff was loaded and paperwork sorted out.
- Furthermore, I imagine that KLM would like to block the free seats for the complete leg as long as possible (which would generate the greatest revenue), so the actual number of available sub-segments for booking would not be that great.