Yes, this is correct. A direct flight (one that may make a stop but all segments share the same flight number) will only be granted the mileage from boarding point to the point where you end your travel or the flight number changes again.
It's written in the terms and conditions here:
Mileage accrual is based on the nonstop mileage between your origin and destination for each segment of the trip. A segment is defined as all travel under a single flight number. On connecting flights that require a change of plane and flight number, credit is given for each segment of the trip.
http://www.nwa.com/features/earnfltmilestc/