Using miles to include a transfer

Hi,
We have booked 2 Upper tickets for September using miles. The plan was to go LHR-LAX-LAS. Wanted to use the clubhouse and less traveling to us than going to LGW.
So when I found redemption available for LAX I phoned up to ask if we could actually go to LAS via LAX. I was told that the redemption could only be used for one sector each way and I would have to pay separately for the LAX-LAS sector.
Is this the case? The reason I ask is that we usually travel BA and I can use Avios to a destination and if they dont fly there direct from our chosen departure airport they would throw in the transfer at no extra cost.
The kicker was when I was given a couple of flights that VS would book for us to connect with Delta but because they would be on a separate ticket we would not be looked after if that flight was delayed and we missed our connection.
We have booked 2 Upper tickets for September using miles. The plan was to go LHR-LAX-LAS. Wanted to use the clubhouse and less traveling to us than going to LGW.
So when I found redemption available for LAX I phoned up to ask if we could actually go to LAS via LAX. I was told that the redemption could only be used for one sector each way and I would have to pay separately for the LAX-LAS sector.
Is this the case? The reason I ask is that we usually travel BA and I can use Avios to a destination and if they dont fly there direct from our chosen departure airport they would throw in the transfer at no extra cost.
The kicker was when I was given a couple of flights that VS would book for us to connect with Delta but because they would be on a separate ticket we would not be looked after if that flight was delayed and we missed our connection.