I can't imagine how either AA or CX would eve know of the existence of the other ticket, at least until OP turned up with his bag at CX and provided the information relating to the other ticket.

There is no particular reason why CX ought to understand the AA domestic bag waiver system for separate tickets originating in the US. The suggestion that agents worldwide ought to be trained in the minutiae of other carriers' policies on separate tickets is a great argument for dropping the courtesy CX provides of checking bags across tickets.