Reporting back w/an update -- secretary (OK, "admin") got on the horn w/the travel agency that's responsible for our company's biz bookings.

Getting the download from my admin today:

• Travel agent told admin that she (agent) had checked w/AA (didn't ask who exactly; presuming it's someone on the frontline customer service). AA claims that given the PHX-SFO (AA) and SFO-HKG (CX) legs are "booked on the same ticket", I will be able to enjoy thru-check-in.
• I've asked my admin to get the agent to get this in writing/B&W, so I've proof this is true (I remain very skeptical, since both legs are clearly on different PNR numbers -- that, to me, signals both are separate tickets.)
• Accord to the agent, "this is how it's always been done" for my company's long haul travel and "your employees/fellow travellers have never had a problem".
• Since all tickets are already issued/ticketed, if I insist that the return leg PHX-SFO-HKG be on a single PNR, that will entail cancelling that leg outright and rebooking it... along with hefty fees (that I will likely not be able to justify w.my top C-suite).

Thoughts from the group on the above?

Am curious what the definition of a "single ticket" is, in the context of this return PHX-SFO-HKG leg ... when I have in my Inbox, 2 clearly distinct PNRs.

Does anything the agent said above make sense? Should I still pursue and insist that my return leg be booked under a single PNR?