Cathay has Rules. Last year Cathay North American Res explained to me that there would be no way I could get their office in DAM to ticket an xONEx that began by flying BMED to LON, thence Cathay. If the agent was correctly stating company policy fwiw the MRU situation would be similar. Have you tried IBL Travel to see if they will do it? (Note that last year at least they would ticket BA - didn't ask about Cathay - but wanted wire transfer.)