When I make a pledge payment in RE, the payment has the same exact split as the pledge. When that payment is made through BBNC, only the fund is the same, for each split line.

If the pledge payment donation form part has a giving source, all splits get the giving source appeal.  If there's no giving source, each split gets the default appeal (and default campaign) set for that fund in RE. 

Blackbaud either needs to make a pledge payment part in BBNC, or make the current set up preserve the CFAP structure of the pledge being pad.