On the AA.com reservation, just plan your trip as a multi-destination. Rather than flying from SNA to LGA, type in: SNA-ORD, ORD-LGA. It will come up with flights for each segment, perhaps including two segments with the same flight number. (I am not sure offhand of AA's schedules).

The reason the fare might be lower is because the direct fare from SNA to LGA may calculate differently than the fare from SNA to ORD to LGA.