Thanks for the replies, guys!
My bad, QRC3288! MCP is a whole different thing! ;-)
That's unfortunate! Only good thing is, my long leg was premium, so got decent miles etc on AA. I do have a return flight the same way, and I hope I can switch that to AM to make sure I get MPC points.
I don't understand why would she ask me if I wanted to add AA FFP on my cathay ticket without telling me that I won't get AM/MPC points, when she knew I am an AM/MPC member as well! :-((