A little late to this thread, but let me add a datapoint. In April 2008 I booked and flew an AA-issued AONE3 with the first segment being IAH-LHR on BA. They didn't question it or even mildly suggest that I fly AA trans-Atlantic. I did fly AA NRT-DFW toward the end of the ticket but I don't know if that made any difference. I could see how AA would want at least one trans-oceanic flight on their metal since that's where most of the money is to be made on RTW tickets, but it's not in the rules to enforce this. Also, since AA would serve IAH-LHR with a connection as compared to BA's non-stop, this may have factored into their decision to not balk at it. Or the "AA transoceanic" rule may be new. Or it may be at the discretion of the agent. Or it may be that the OP's agent just made up their own rule.