With an overnight stop in New York I am not surprised that you could not check it through especially with it being a domestic flight to New York

The number of airports that allow such checking through is , in my experience, the minority.

There are exceptions where bags can be held for a whole day such as Singapore, Dubai and Hong Kong but these seem to be exceptions rather than norm

I don't think that this is an OW alliance issue, more a NY issue

If you had been flying on a Star Alliance carrier to new York domestically, with a flight the next day onwards, I think you would have had the same issue