I've had similar problems. I frequently travel Australia-HKG-SVO on CX/SU codeshare. AS a DM, my luggage allowance is 40kg. When flights originate in Australia, no dramas checking that much luggage all the way through to Moscow (though I have to get boarding passes in HK). Same when checking in CX/SU operated flights in HK, though I have been stung once (they do give a 50% discount if you pay the excess luggage charge by cash though).
However, when returning on the CX codeshare flight (operated by SU), the Moscow SU check-in Dragons are quite strict with the weight. Any kg over the 20kg allowance is charged. DM privileges don't apply - I've even rung HK to confirm.
I think this is disgraceful - esp since I purchased the ticket through CX, on a CX flight nr, CX rules should apply.
NG1Fan