I would like to think that your explanation is right : 1 flight has 2 segments.
But ... if this is the case, why is it that Segment is on a higher level than Flight in the Domain Model? Segment and Flight have one to one relationship in given Model i.e. a Segment has a Flight and a Flight has a Segment?
What actually is the CONTENT of Segment object? In terms of persistence layer, what do you persist for Segment? (For eg. a Flight has the following info to be persisted Flight #, to city, from city, date, time etc)
Also take a look at this: http://groups.yahoo.com/group/scea_j2ee/message/17513
Let me know your what you think.