As close as I can get to a personal experience: last year (mid-year sometime) a friend was doing the connection to the USA via SCL and starting in Mendoza. She called LAN (they were both LAN flights) and was told that she would have to pay the fee and collect her bags and check in again. Reason given was the one mentioned above about Mendoza not having sufficient security for a connection ending in the US etc. Needless to say, she was not happy. But on checking in at Mendoza they told her it was no problem and checked the bags all the way through. YMMV, but I would smile nicely at the counter in Mendoza and hope for the best. If it is a rule, it appears to bend.