I've never had an agent willing to do this for me, even when my Dad (no-status) was flying on a business fare with me, and they wouldn't let him select a bulkhead in the Dash-8 as it was Y only!

I'll have to side with AC on this one. What's to prevent any Elite/SE try to sell preferred seats to strangers in the open market. Once they're on a separate PNR, this is possible. And likely actual Altitude members would find preferred seats disappear very quickly.

However, the former case should be remedied. If you're on a J/Z fare, and you're in a Y-only cabin, you should be entitled to bulkhead or exit rows.