Exactly. When purchasing through Expedia, and other low fare websites, you should go through them to make the changes, and for refunds. They are third party companies, and are not associated with the airlines. Air France, for example, does not ask to be on Expedia. Expedia just has a search engine that searches a fare database that returns to the user, the cheapest fares. Airlines can request not to be on these websites, such as SouthWest does not want to be on any low fare websites, but it isn't as though Air France asked to be on Expedia, and would be upset of they were removed, which will not happen anyway.
Always buy directly from the airline, and always be aware of the "fare rules" that apply to the ticket you are purchasing. The ticket you purchased was obviously non-refundable. Just like buying an item from the store that you cannot return. This means it will cost to make changes, and if you have to cancel, there are no refunds .. in other words, a use or lose ticket. Airlines usually do not take into consideration the reasons for changes, whether it be military, etc. If you buy a ticket with certain fare rules, those rules apply, no matter what. As Butch Cassidy mentioned, always buy a full fare, "Y" class ticket. You may spend more, but you'll not run into the problem you did, if the need arises to make changes, or cancel the ticket.
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