Instead, why not buy an A call, and sell a B call? Then if $A < p < B$, you can't be assigned, and your A call is ITM. So you profit more!
Instead, why not buy an A call, and sell a B call?
That is a different strategy, a bull/debit call spread, equivalent to a bull/credit put spread, which is shown in your other question. If you are comparing the value of the position for a given $p$, you must take into account that a debit spread costs cash up front, whereas a credit spread pays cash up front. The profit/loss plot includes this cash component. You cannot compare the value of the options alone.