The AA free MCE seat assignment is only for other passengers traveling on the same reservation. OP's companions were on different PNR's and thus, not entitled to free MCE seat assignments unless they qualified on their own (apparently not). The agent who handled the booking likely attempted to waive the fees for the others and it simply did not stick.

As noted above, there really is no such thing as "linking". Those are PNR notes which may be of remote assistance in IRROPS if a live person actually looks at them.

Not worth asking AA why as it will likely simply generate a cut & paste response about seat assignments not being guaranteed. Would have been better if the first agent had simply advised you that you would have to pay for the MCE seat assignments for the others.

"All listed members [PLT and above] are allowed complimentary access for up to 8 traveling companions on the same reservation."