Totally irrelevant that you were UGed. Tagging your luggage to a continuing flight is standard practice. They would have done it had you been sitting in a middle seat in the last row. While you may have never done this before, it's standard practice.

DL did announce a year or so back that they would no longer do it if your first leg was on DL and your second on a different airline, but I think even that never happened.