In my experience, this has more to do with the experience of the checkin agent and whether they are able to make the system accept the bags, than airline policy.

It's quite a bit of work if the computers don't want to play ball.

I recently flew LCY-AMS (BA) then AMS-PHL-PHX (US), all in J but on two separate tickets.

The BA agent in LCY took a bit pf persuading that she should be able to do it and it took about 2 mins.

The US agent in PHX on the way home had a much harder job but refused to give up and eventually made it happen.