I think it is because CO cannot do an instant sell on the other airline. I recently had an itinerary which was EWR-NRT-ICN with a KE codeshare for the last leg. When I called up to make a change, they told me that they could request the change from KE, but it would require up to 24 hours for them to confirm, even though the CO segments can be instantly confirmed. The agent I spoke with was nice enough to call KE though and after holding for a few minutes was able to confirm the change, so maybe a phone call is your best bet?