Yes, most programs exempt members from earning points or stay credit for master billed rooms. Some properties have gone to the extreme of not giving credit when using a corporate credit card, without regard for it being company or card-holder paid. There's even a thread on SPG about a wife not getting credit for a second room in her name when the husband paid the bill! And of course there are posts from people did get credit when the property messed up.
I've seen the full spectrum. In your case, it appears they did things right and no credit due. You might try calling in and see if they will break the rules for you.