Flying

You usually have to change planes at Milan when coming from US but there is absolutely no reason not to book your flight through to Venice - saves you the train fare and some time.

Sure, if Venice is the final stop. You will change planes somewhere and go through immigration and then to Venice.

If the cost is the same I would book the location that I want to be in. If you are trying to get to Venice and don't care about Milan then head straight to Venice. Or vice versa. If you want to see Milan then fly there first. Either way it will take time to get to the heart of Venice from either the airport in Venice or from the rail station. The rail station in Venice gets you closer to the heart of the city. That's really the only difference.

If the price is the same for you, then great, go where you like. But that is not always the case from every US city. I'm using air miles for my next trip, and Venice was not a viable option for me. But hey, there are some things worth seeing in Milan so I dont mind staying a night or two.

Just got back a week ago, and the only reason I flew round-trip from Detroit to Milan Malpensa was the price. To fly in/out of Venice would have added at least $400 to the ticket, whereas the bus + train to Venice from Malpensa was only about $75. I would have flown in and out of Venice if the price had been the same.

If the price is the same and you are stating in Venice then fly into Venice.

" Is there something I don't know?"

Not really, but a few small points (some already mentioned above):

It is not always the same price to Venice vs. Milan.

From the US, there are more nonstops to Milan than to Venice. For various reasons, some may not want a plane change (like my friend who has ear problems and so prefers as few take-offs and landings as possible).

If you're flying out of Venice and are not on one of the few nonstops to the US, the plane can leave at a very early hour, and getting to VCE early is expensive and/or a hassle. Milan's airports have more flight options at later hours, and getting to the airports is easier and cheaper.

But your thinking is correct; unless there's an unusual situation, it's almost always best to fly right to where you want to go, particularly if it doesn't cost any more. Even if it costs more, you have to weigh the time and money and wear-and-tear it would take to get from your arrival airport to your desired destination. To save a little money, my sister and her husband flew New York to Copenhagen to Milan, then took the train to Venice on arrival day. They will NEVER do that again!