The issue of booking the CX flight as an AY code is separate from which airline tickets the trip, although many online systems automatically ticket using the carrier whose code is on the first flight (not the carrier operating it), and most travel agents by default do so as well, it's possible to override that and ticket using a different airline.

In general, people booking OneWorld RTW fares typically prefer to ticket using either a carrier that makes it easy to make changes and reissue the ticket, or a carrier that prices with fewer carrier surcharges (e.g., BA tends to add its own carrier surcharges).

The OneWorld automated tool will always try and book using the carrier whose code is on the first flight, but it may not show codeshares.