Here's a screencast. Curiously, the problem I had doesn't manifest itself in the same way. I thought it might have something to do with instanced tools or expressions. But when I switch back and forth between the two animated particle emitters in my comp, auto-fitting works. Until I moved the keys on the timeline view! Here's the video:
At the beginning, there's another peculiarity of the spline editor: I've clicked the checkbox next to the tool's name and it selected the two splines (size over life etc...) but not the animated XYZ positions. I think that IF it doesn't select all splines, it should be the other way around. I don't think anybody would think of adjusting the LUT splines first and foremost via the spline editor. At least not when there are other animated inputs like transformation.