To really answer the question: it seems to have started when the airlines had actually to apply for authority to fly places. An airline that couldn't get (say) an ORD-LHR permission could reapply for DEN-LHR with a stop at ORD. But DEN-ORD and DEN-LHR could well have different-sized clienteles; hence the change of gauge.
Other point. In order to get the extra mileage and segment credit, book the same flight in two separate segments (easily done using UC3.0) or else have res or your travel agent do it (they can, only they often choose not to). I did SMF-BOS via ORD on UA502 not so long ago and booked different seats on the two legs. Got two credits. BTW, the oddities of equipment scheduling are multifarious: we had an equipment change at ORD; both planes were 732s.