Here's one datapoint, as an AA Exec Plat I was able to change my AA codeshare flight (operated by Finnair) seat just by calling the AA Exec Plat contact center number. I did call the Finnair US number earlier today, but they just said that it was not possible for them to change the seat reservation even though they located the reservation based on my ticket number and gave me their PNR for the booking.

Go figure...