Based on others comments, I guess I was lucky.

I flew TPA-ORD-PVG-HKG last November on a AA issued ticket.
In TPA, my two suitcases were tagged to HKG final destination but I was only handed the first two boarding passes on AA metal. When I arrived in PVG there was luckily 1 person manning the AA/CX/KA transfer and I managed to arrive first (I was at the back in Y but I walk fast). I was handed my CX last leg boarding pass with lounge invite. Went through the back, then up some stairs and I arrived at Departures level X-Ray screening. Didn't need to go through immigration. Such a breeze. My two checked luggages also well arrived with me in HKG. ^