As I read it, OP was on an AS ticket to LAX, transferring to a separate ticket LAX-SVO-(internal Russia). In that case, SU was perfectly within its rights to collect its baggage fees for its ticket even though the bags had physically been interlined by AS at ANC.

OP is lucky that the SU agent screwed up. The proper procedure would have been to have had the bag not loaded / off-loaded and returned landside, not to the gate (for the security reason pointed out by OP). Once SU had made the error, there was nothing to be done but send the bag onwards.

What SU did was unusual, but perfectly within its contractual rights. Under US law, OP had a ticket to LAX and whatever baggage allowance was provided by his AS ticket. That was the termination point of his ticket.

He then departed on a new ticketed and would have a new baggage allowance for the new ticket. The baggage allowance for the marketing carrier of the first segment of that second ticket, e.g. SU LAX-SVO, then applies to the entire ticket, including the return if there is a return. If SU uses the MSC concept, the MSC applies, but that would be LAX-SVO in any event.

All of this is yet one more reason why fewer and fewer carriers will interline across tickets. AS came close to doing a disservice to OP in this case.