Oh strange!
I have a ticket on 074 stock (KL), which has a KL flight and 2 DL flights (all KL coded) in the outbound part. For all segments I can select seats via the KL website. The DL site doesn't allow me to select seats on the DL flights which are KL coded, similar to what was mentioned above.
Just checked again and it seems to work.
Interestingly enough, the KL website shows DL flight numbers, and the DL website shows KL flight numbers for that same reservation. The email confirmation has everything KL coded.
Sorry, not a useful post, but might have some interesting data points for some?