The Great British Airways Milleage Theft
Yes, I have had exactly the same experience with BA numerous times for our regular staff who fly BA.
BA basically IGNORES your MCO number, and it doesn't get into their system, and you will never get credited your miles! Worse part is that trying to redem the miles afterwards, your request will probably be denied if you are booked in economy class (which should earn 50% miles). BA is terrible at this game, and I think they do this on purpose and make you go through hoops for your miles.
You basically have to call the BA reservations before flying, and get it done on the phone. Most people assume that once the number is put in on BA's website, its there in the reservation, but it doesn't actually get put in. The worst part is the BA check in agents at the airport, they will refuse to put your marco polo number in the booking at the airport and instead tell you to do it 'online' where it is engineered not to work.
You would think that this issue would be more well documented by now but nobody seems to have noticed really.