Hypothetical Question:
If the airlines started charging say USD 50-100/bag on top of existing checked baggage fees (if applicable) to have your bag interlined across separate PNRs / separate tickets, would you pay for it?
This can help offset the cost of re-routing any lost bags in the process (which would be a small percentage) while at the same time generate additional revenue.
Perhaps they should have considered charging for it instead of no longer doing it?