I understood that there was no cross domain check if the swf was served from the same domain making the request.
Otherwise, there is no way that I'm aware of to avoid the cross domain check. I would suspect it relates to security and the plugin architecture.
You could create a server-side proxy for whatever remote service you are calling. So, the SWF hits a service on your server, which will in turn make calls to the remote service, which sends back to the service on your server, which sends back to the SWF.