CaptOveur
Incidentally I've just checked Air New Zealand and the UK website has a special to New Zealand where it's actually cheaper to buy a return from the UK than a single from NZ! Not sure if there is a way to take advantage of this offer if departing from NZ though!?
I've been travelling this route for many years, and this situation happens frequently with Air NZ's pricing. I've always assumed it's because people in the UK are more likely to look at other carriers (Singapore, Emirates, Thai, Royal Brunei, etc), whereas those in NZ are more inclined to fly with Air NZ, so there's more competition one way than the other.
I'm afraid that I've never managed to find a way round it, with the result that I still, despite now living in NZ, book my flights from the UK. I'm fortunate enough to travel backwards and forwards often enough to be able to do this.
P.S. Royal Brunei - a good option on a budget, but worth knowing that they don't serve alcohol on board. Not a big deal if you know about it in advance, but they don't exactly advertise the fact.