Hoping a kind soul will help with this newbie question: If I fly Edmonton to Vancouver with Air Canada on Aeroplan pts, to connect to an Air NZ flight to Auckland, can my luggage be checked straight though to NZ from Edmonton?

A travel agent told me that I should buy an AC ticket to Vancouver (not fly on pts) or else I would need to pick luggage up in Vanc. and haul it to the Air NZ counter. Doesn't seem right to me. Thanks.