There are various ways multi-city can be cheaper when doing domestic add-ons - for example, booking I CE ex LON, you used to have a full fare domestic add-on

which could be got around by booking it as a multi-city itinerary instead which would force the domestic add-on into a cheaper fare class.
Haven't seen anything like you describe though - but since how ba.com copes with the domestic add-ons very variably(last time I tried to book, not even multi city reduced the price of EDI-CDG in J to under £600, despite it being only £200 ex-LHR

) I'm not that surprised there are more hidden issues out there.
trueblu, I've quite often used AA to make bookings on BA - no MFU, no amex bonus, and that's about it really. It can take a while for AA to feed through the flight into BA to see it in MMB, but hey, who needs instant gratification?