Interesting little thread
As a data point recently flew
BKK-HKG on TG in first then connected to QF HKG-MEL in business Thai had no issue at all checking my bag through, they even asked if Hong Kong was my final destination and so I presented the next ticket and they went and checked the bag through. On Separate tickets.
So I guess overall it is that some airlines treat premium passengers better than others. You can't blame Qantas though I guess if you are in a high wage environment you try to save money where ever you can and this is just an example of that.
Qantas are essentially going to end up going low cost if Jetstar is more profitable for whatever reason than Qantas mainline so that is where the capital gets allocated, so expect more enhancements to Qantas.