In our case, United Card A was used to get 3 of the 4 segments, and Continental Card B was used to get segment 4, all of these being award segments (essentially a roundtrip and a one-way on one card, and just a one-way on the 2nd card). As long as both cards were active, baggage charges were shown as $0.

When Continental Card B was canceled, a baggage charge quickly appeared for segment 4.

Later, when a United Card B was applied for and received to replace former Continental Card B, the baggage charge for segment 4 eventually vanished again.