This came up for us on an e-ticket that I reprinted this week and I assumed it was because the itinerary involves taking two connecting QF domestic sectors after landing on BA15 on the outbound and that not checking them all the way through could result in QF at SYD not honouring our long haul allowance and levying additional baggage charges.

As the inbound has our return to the ex-EU departure port some ten weeks after returning on BA16 then we most certainly shall not be checking luggage beyond LHR when we come back!

If the warning really was concerned with those intending to miss final sectors then surely it would say additional charges may result from not flying to your final destination rather than not sending your bags there?