The definition of a "stopover" for fare purposes has changed over the years. At one time it was up to 8 hours but these days it's often up to 24 hours. So the check in system saw this as a through checkin and issued one bag tag. As the OP noted that's to his advantage because AA wouldn't charge a fee for the domestic sector.
But I have a real issue with what would have happened if the OP had desposited his bag on leaving customs (which is the usual way in the US). AA would have to look after it overnight and I'm not convinced any airline would want to do that or, even if it did want to, whether it would succeed in getting the bag on the right flight next day.
Then there's the whole question of this bag leaving the airport and the security questions we all get asked. Yes, you can answer all the questions the "right" way but somehow the idea just feels fraught.