I've had bags checked through for overnight connections at AMS of about 23 hours on my return to the USA where I was checking in with KLM and connecting to DL at AMS, on a single ticket of course. Often they automatically want to either check the bag through or not inconsistently but will let me choose when I notice it.

I think USA flights might have security rules saying when bags must be retrieved in addition to USA legacy carriers being more strict on this.