I think that came before the US joined the war* with the U boats by and large concentrated in the East Atlantic so the RN fought across that then handed over to US ships.I thought (though my wife considers my thinking a double edged sword at best) that the USN escorted a certain distance before handing over to the RN who then took the convoy the final 2/3 of the way. Is that correct or did it just come later or..?
Which makes sense - there was a reluctance to risk sinking a US neutral ship) and thus give casus belli. Thus the 2nd safer half of the journey was rendered safer and the RN didn't have to fight the whole way across plus logistic considerations.
Im hazy but can warships rearm in a neutral port - I know theres limits to what they can do and duration.
With US entry into the war the above changes - no safety in a US flag and no port restrictions - It makes more sense to go the whole way.
As for air cover - that was simply aircraft range related.
* Disputes about joined and joined in practice aside