When it comes to AA I would almost be more surprised if they did anything different to what happened here. Furthermore the "it's the weather" is a catch-all that includes knock on effects in other parts of the USA. In this situation AA will not provide anything other than a speedy rebooking service (which is what you got). Your experience matches plenty of similar examples that I have, and is one of the reasons why I never check in luggage.

And to be fair, under EU Regs the only thing more you could expect is "duty of care". You may be entitled to this if it is one PNR given that you started the journey in the EU, but your claim is against the operator (AA) and frankly I don't think this will get you very far.

So indeed this is one for travel insurance.