The reason for two separate tickets is that it is often significantly cheaper to fly CM out of PTY and use mileage on the first or last SJO-PTY leg.

Checking in at SJO I asked to have my bags checked all the way through on my 2 separate Copa tickets (SJO-PTY)(PTY-EZE) (two hour layover in PTY). The agent told me that was impossible. I was sort of shocked so I explained, "no no, you don't understand, these aren't two different airlines, they are not even two different airlines in SA, both tickets are Copa. The guy said " I understand completely, but it is against policy to check bags through. on two different tickets. I asked for a supervisor and explained I had done this dozens of times, often connecting to and from non SA airlines even (depending on interline agreements). The supervisor repeated what the agent had explained. I asked if this was a new policy, she said "no, it has always been Copa policy".

I dropped the issue and had to break immigration in PTY and re-check the bags, not the end of the world but a pain for sure. I have no doubt Copa has the right to refuse for whatever reason, but that cannot be actual policy can it?