This happened to me for a flight going LGA-(IAH)-ONT yesterday. It was a 'direct' flight and I was curious as to why my EUA hadn't gone through even though R/RN space was available since last Monday (yes I realize that R/RN space doesn't = an EUA upgrade, but I digress.) All agents I called gave me the usual schpeel about 'EUA is handled by the computer, we can't do anything, blah blah blah.'

Called on Friday and got a really great agent who contacted the ticketing department and turned the 'direct' flight into two separate one ways. Immediately both upgrades confirmed, and as it turned out, the two separate segments get greater mileage than the direct.

Seat availability also adjusted accordingly to reflect the different flight segments. I agree with the OP - it's always better to split any/all married segments.