Everywhere I look for flights to Sicily we have to fly past it to Rome and catch a connecting fly from Rome. What about cruises?
Nope, no non stops from the US to Sicily. You'll have to find connecting flights via Europe. Not just Rome, as the major European airlines offer connecting services from the likes of Frankfurt, Paris, Munich, etc.
If you're going on a cruise, contact your cruise company. They can often get access to cheap flights to/from their ports using consolidator fares. Those fares are only available from travel agents and aren't published by the airlines.
With open skies between the US and the EU there's nothing to stop any airline from either launching a direct flight from the US to Sicily if they think they can make money out of it. You're right, there are no direct scheduled flights. I'm afraid this is all down to the hub-and-spoke airline routing system, it's the same reason why if I fly to the US from Europe I can end up changing planes at Atlanta, Dallas-Fort Worth, Chicago and so on, often overflying the place i want to go to.
Why not ask the cruise companies if they have any charter flights arranged?
I do not think you can fill a daily airbus with US passengers wanting to fly direct to Sicily :). Good news is there are many flights from Rome to Catania or Palermo/Trappani (airone, Easyjet, Alitalia and more). Ferries from Napoli to Catania with TTT lines (check departure time, no need to make reservation unless you travel at night and want a bed, 12 hrs). Or train from Rome (8 hrs, and not cheap). I see cruise boats in the harbor of Palermo, but it's silly and expensive (I guess). Rent a Fiat Panda (25-30 Euro/day) at the airport and enjoy individual freedom, sun, food, wine and cheap accommodation in wonderful Sicily!
Economically it is not feasible to have direct flight to Sicily from the US since demand is not high enough. The easiest way is transfer at Rome where you can find more connecting flights.
I think it's absolutely scandalous that there are no direct flights from the US to Sicily. Imagine, having to make a connecting flight before your cruise. What's this world coming to.
Personally, I think the cruise company should lay on a private jet.
Making you offers you can't refuse !
There used to be seasonal non stop flights from JFK to Sicily. They were only in high summer season and once a day. I don't remember the airline.
Here it is: