Actually, not quite true... You can call AAdvantage Customer Service (800-882-8880) once the segment has posted and have it removed from AA and, as I discovered last week, add the Alaska number and "push" it through. An agent offered to do so and the segments appeared in Alaska the next day! (Other agents have told me to request credit from Alaska after removing the segment.)
But I wouldn't count on this. It's great that that worked out in your case, but it's at best a pain and I wouldn't be shocked to get a "no" answer. Far easier and safer to change the FF# before the flight.