Appreciate all your comments. I agree with most of what has been said. In this case I was unable to book it all under one booking due to scheduling issues and my agent booked me the transfer flight. It's not the end of the world and is covered by my travel insurance (and only a small amount of money relative to everything else), I was just surprised at the 'not our fault, deal with it sorry' attitude. But maybe I'm just being a princess.
I'll still write to BA Exec because in my experience if you fly a lot of F/J with them they always throw you some free avios to keep you happy.