There is a lot of experience with this situation on this particualr board, because, it is really only TNers (and Cdn TNers at that) and some L1s, that get proof of work authorization with only an I-94 at the border without a corresponding CIS process.
Airline employees are instructed to pull I-94s. Period. You get around this without argument, by either pulling the I-94 yourself and hiding it, or by having a copy of your I-94. Period. There is no point, in this security environment to get into it with a check-in agent, when your alternatives are so simple.
Hiding the I-94 yourself and keeping it, is usually met with a chew-out by the CBP when you return from overseas, as the officer will invariably tell you that you were supposed to hand it in when you left. "Multiple Entry" regardless if it is written on your I-94 or not, only applies while travelling within N America.
So, that leaves carrying a copy of your I-94 (or your receipt issued at the POE). For personal record-keeping purposes, you are supposed to make a copy of EVERY I-94 you get. So, why not carry one with you.