It's not unreasonable to ask to short-check your bag, especially if you're flying overnight in a premium cabin with a long connection - you may wish to collect your bag, go landside and make use of the Arrivals Lounge to freshen up and have a change of clothes before re-checking your bag and continuing to your destination.
I've short checked on numerous airlines and rarely had a problem, it's usually done without question.
Just remember to polite but insistent... especially if the Check-In agent seems to want to invent "rules".
