And the counter example -- a few days ago I had a flight on rolling delays and I had an airport agent protect me on a flight to a different NYC area airport later in the day. My original flight left final (4 hour delay) before the protected flight. The protect flight clearly showed in my online reservation info.

Go figure --- maybe airport agents have greater freedom. BTW, I called on arrival to make sure the reservation was clean -- the protected flight segment was gone and the return was in fine shape. ^