I successfully made the switch to DCA. My UAL award itin is now MCI-ORD-DCA-(stopover)-IAD-CDG-ORD-MCI, with an AA shuttle DCA-LGA-DCA stuffed in between.

Hope you are right about the bag check thing. But if they won't let me check it all the way to LGA, DCA isn't a bad place to have to collect bags and getting back upstairs and checked in to the next shuttle won't be that big of a deal.