I had a similar experience as I'm new to MR's and the ITA tool. My next step was to email my ITA result to an AMEX Travel Office and an agent actually called me back and laughed at me. (???) He told me he could not help me and suggested I call another office.

So, I took my search back online and booked it via cheapt*ckets.com and viola! Exactly what I wanted. The only reason you'd lose mileage, IMHO would be if you were trying to get EQ(M) or (S) in which case I lost out on mine because I'm on a CO codeshare (with Delta flights). I'll still credit miles to CO, but they won't EQ.