I connected to a KLM flight a few months ago, AMS-NWI. The outbound AMS-NWI portion did not credit, but the return NWI-AMS segment did.
Submitted a request along with a copy of the ticket and was credited the miles a few days later. I got the same snarky message about providing my SkyMiles number.
Funny, since the itinerary was indeed purchased through Delta, and all but the AMS-NWI-AMS segments were operated by DL.
I would tend to think that it's simply an IT issues, but I wouldn't put what you're suggesting past them.