It's been always like that (at least for a good 3-4 years, if not longer). It's the only opportunity you have to book flights such as NRT-CDG JL flight AF codeshared - and you can do it right online! So, you can indeed, albeit for very few flights, use your SkyTeam DL SM for certain OneWorld and Star Alliance airline award bookings.

Not sure how it is with Jet Airways, but with JL the ticket status will not be correct after you book online and JL will not see it, so you will need to ask DL to do something (not sure what) to fix it, so that JL actually sees your 006 ticket. It's important to sort that out before day of flight. And you have to do it upon every ticket reissue.