Apparently AA and BA systems are not "communicating" with each other. This same thing happened to me when we were flying from LAS (on AA) through JFK to LHR (on BA). AA agent could not issue our BA BPs and when we approached BA check-in agents at JFK they had no record of our luggage, moreover, our bagage stickers did not have a record number of luggage tags so BA sent us back to T8 to talk to AA and get those numbers so that BA agents could type them in manually. It all worked out eventually (after two runs between the terminals) but I was frustrated that connecting between two OW carrier was such a hassle. It also happened on two separate tickets.