Puzzle solved!

I called Qantas again today. The reason why a HAV-MEX flight could not be added on is because Qantas is a travel agency in the United States, so it is illegal for them to do so.

When I booked the ticket on-line using the OW internet tool, the agent in Korea could issue it (hence Cuba was fine), using Qantas stock. But once travel commences, any changes would have to be made directly with Qantas.

Had not realised that Qantas was involved in the embargo too. This embargo against Cuba is getting rather tiresome!

(I'm not entirely sure if MX was with OW when the ticket was issued in April 09 actually - in which case Qantas would have been unable to add any MX segments anyway.)