I would guess there maybe some combinability rule on the F class booking rules getting in the way here. Also if it is LAX-LAS there are some oddities on the end-on supplementary fares, but it's difficult to say without the specifics. It's the sort of thing where you best call up, an agent may be able to find a fare basis perhaps slightly more expensive which allows a J fare on the connections. This falls into "complex fare" category and unfortunately there is only so far BA's fare quote machinery can go.