Does LHR-xYVR-JFK come up when you search LHR-JFK?
It could be married segments, or something to do with the CX YVR-JFK segment.
As in, there may be rules that only allow you to book it in conjunction with CX HKG-YVR, or not with anything else (eg LHR-YVR).
This may be of interest:
Freedoms of the air - Wikipedia
Thanks for that. That's interesting.
I called again, got a different agent and it went through with a 5k change fee and the charges went up about $400 so looks like it is all fine. But I'll have to keep that in mind for future reference for flights outside the hub. I guess JFK-LAX on QF if not connected to LAX-MEL could be blocked for the same reason.