As long as your parents can show that they have an international ticket, then they should not be charged the baggage fee. Also, at check-in, try to have their luggage checked all the way thru their final destination to make life easier for them. I have flown CX from HKG & connecting to UA in ORD, and my luggage have always been tagged to my final destination (DCA or IAD).
Another interesting tidbit that I found out from my guests who visited last month from SIN-DEN-DCA-SIN flew via CO. They first stopped over in DEN for 10 days before flying over to DCA. Her domestic flights were bought thru the VUSA (Visit USA program). And to my surprise, my friend said that she was not charged the baggage fees for her flight from DEN to DCA even though she stopped over in DEN. Apparently, there is some rule/agreement that if one is coming from an international flight, and you fly domestic within a 30-day window, your baggage fees are waived. But it is very important to have your international tickets w/ you to show proof that you orginated overseas. I wonder if this is written anywhere on their baggage policies?!