The "Direct flight with change of Aircraft" is a scam dreamed up by marketing people. It is done only because "direct" flights are listed before "connecting" flights in the computer reservation systems.

I recently boarded a CO 737 at EWR bound for RDU, It had a low flight number (19) so I asked where the flight originated (the number, not the aircraft) and was told "London, Gatwick"

I have been told that at one time airlines would have multiple connecting flights with the same number!, a practice that has been discontinued.

Unfortunately this practice also results in fewer frequent flyer miles for the passengers on these "direct" flights.