Did you buy the plane ticket with your Amex card? I was told that usually if you buy the ticket with the same card, they will know that you are out of the country and to where, so purchase overseas won't be flagged as possible frauds. But I guess if you bought the ticket long before you travel, they may not know.

I had it happened when I used my Chase Mastercard oversea but bought the tickets with Amex. Amex was fine with all my purchases, but Chase flagged the first restaurant payment (they don't take Amex).