The PHL agent risks being disciplined if your bag goes missing and AA winds up paying out to you. So, thank them all you want, but an employee has put herself at personal risk. Would you do that for her?
The fist agent was correct. AA follows the OW policy which is not to check bags across tickets. Period.
The first agent should not have given you a policy argument. It is irrelevant whether AA did this out of spite, to make multiple ticketing less attractive or for the stated reason.
The ironic thing is that had you claimed your bag at LGA, checked back in and missed your onwards flight, AA's rebooking policy would have covered you because AA, unlike other carriers, rebooks across its own and OW tickets in IRROPS.