I assume things have changed, flew Mykonos to Athens on Aegean with my wife, was charged for a 3rd bag 35 euros, we are both Star G, AC Elite and MM, infact we flew Aegean also on Flex fair 10 days earlier from Milan to Mykonos...there was no 3rd bag charge.
From their web site...or am I reading it wrong?

BENEFITS FOR MILES+BONUS GOLD MEMBERS AND STAR ALLIANCE GOLD MEMBERS

Miles+Bonus Gold Members and Gold Members of the other Star Alliance companies retain the right to carry free of charge one additional piece of baggage, regardless of the fare family they are travelling with (32kg in Business and 23kg in Economy Class).