It depends on the circumstances, but often booking the codeshare has its advantages...sometimes the code share might have availability in the req'd booking code whereas the operating airline does not, sometimes it makes a change qualify as a schedule change rather than a routing change (as would seem to be the case here), or, conceivably, sometimes it could make the fuel surcharges be calculated differently.

It's not really as simple as there being no reason to ever book a codeshare, and I suspect that this whole incident could very well have occurred if the OP had booked the CA flight number.