I just ran into this issue with a reservation on their website. It looks like you can only add an Etihad Guest account. I finally tried the chat function in the help/support area and was able to connect to an agent. They seemed to know what they were doing and in about 5 minutes it was resolved. When I go into manage my booking now, I see my and my wife's AAdvantage numbers in the reservation, under our individual names, like as a comment. And the entry field for the loyalty program still looks empty.

Based on the above advice, we will be double checking when we check in for the flight.