SK from CPH to HKG has the same problem too! I looked and SK offers connection CPH-PVG-HKG. PVG-HKG with KA. I would have thought the natural connection would be CPH-PEK-HKG where PEK-HKG with CA.

I suspect this is because for whatever reason SK with cooperating with KA - My sis told me that SK was using the same office as KA.

I still see this once in a while when I was looking for flights to HKG.