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I think Delta might have a couple directs from ATL, but it's simply a demand thing. There is a whole lot of demand US-Europe and Europe-Africa but not much US- Southern Africa, so most require a connection in Europe or North Africa.
As of april 2016, 7 airlines fly non-stop from USA to 8 African destinations.
Arik Air flies from JFK-New York to Lagos, Nigeria
Delta flies from Atlanta to Lagos, Nigeria and Johannesburg, South Africa; from JFK to Accra, Ghana and Dakar, Senegal
Egypt Air flies from JFK to Cairo, Egypt
Ethiopian Airlines flies from Los Angeles and IAD-Washington DC to Addis Ababa, Ethiopia and from EWR-Newark to Addis Ababa and Lome, Togo
Royal Air Moroccan flies from JFK and IAD to Casablanca, Morocco
South African flies from JFK to Johannesburg, South Africa and from IAD-Washington Dulles to Johannesburg, South Africa, Accra, Ghana and Dakar,Senegal
United flies from IAH-Houston to Lagos, Nigeria