Between HKG and SFO, you'll get the same AAdvantage mileage/bonus credit regardless of whether CX or AA number. AA codeshare on a CX flight results in CX having to pay AA for the referral, hence the reluctance on CX's part to change to the AA flight number. If you had booked through the excellent AA RTW desk originally, this wouldn't have been a problem.

On this particular segment, you can book this CX flight with an AA number on a standalone basis, but not on all codeshares. For example, BA flights between LHR and JNB also have an AA codeshare number. However, you can only book it if part of a connection (in either direction) with an AA metal flight at LHR.