Did you manage to add your membership number at all? If you can't, I suggest going to Finnair's website, managing my booking bit, to add it. Under normal circumstances, that should work. As to why CX's system can’t accurately reflect other OW member status, it is not uncommon to have that happen. It boils down to different systems and not being in sync.

Once you've added your membership number, give the customer service line a call and they should be able to manually override whatever problems to get you a seat reservation.