PeteW: I think that there is a slight misconception here. The fact that the airlines are in an alliance does not mean that you can pick and mix any flight on any partner and obtain a through fare (unless you want a full Y or C fare, in which case you travel agent can book pretty much anything even if the participating airlines cannot do it). In all alliances, you will still find that not all combinations are possible for discount fares.
Bas: hardly a Skyteam integration issue. CO was already a partner before.