X-recessive disorder pedigree confusing me
Remember: A and B are genetic markers that might be linked to the disease gene. Neither A nor B are actually the hemophilia disease mutation (or gene), A or B are proxies, or substitutes for the mutation in the disease gene. 
Since it is an X-linked recessive, it is only the Mother's two X chromosomes that are candidates.  You can completely ignore the Father's copy of X that also happens to carry the A marker. 
In the F1 generation every male who received the copy of the Mother's X marked with A died, and every male who received her X marked with B survived. Therefore her X marked with A is linked to the mutation.

Those other AA females are either heterozygotes, or outsiders who married into the family. The outsiders do not carry the mutation.

Perhaps your confusion is due in part to the fact that some key facts are not explicit in the pedigree diagram from your instructor's course materials? Try drawing the various genotypes out like this: