I just transferred SPG points to my VX account and they will transfer to AS in time.

You are not doing anything wrong or illegal by doing this. It is all within the rules and there is no reason why AS should punish anyone. You would have a case against them if they did. If they feel the need to close a "loophole" for "bonus" miles, then they can do that. But, until and if they do, there is no harm in using your SPG points as allowed by the program.