I have the same issue when I check BA flying with them to HKG then onward on Cathay. Often, the onward flight on Cathay drops into Economy, although picking another flight combination can resolve it (obviously, at different times).

It's all academic for me though, as BA consistently prices itself around £1K - £2K more than just flying Cathay the entire way. I only check out of nostalgia 😁 (well, if pre-2020 counts as nostalgia).