I just had this exact experience last weekend flying on an Avios-booked US Airways flight. On the outbound flight (which I had paid for on their website like any normal one-way booking) I was offered free baggage allowance as a Oneworld elite. However, on my return flight (which I had ticketed using Avios) I was offered no free baggage allowance. Luckily, the agent looked at my boarding pass (Which showed my status) and manually waived the checked bag fee.
I thought it was very odd.