@MikeFromTokyo - interlining agreements generally apply only and only to the same PNR. Other than that, it is entirely to the each airline to decide whether to check through or not. The length of the layover plays often significant role - as soon as it seems to be risky, they won't do that, because they would be responsible for lost/delayed luggage...

@ctrlf and @BinSabai - had the similar experience even when the connection was not tight (see above)...

Unfortunately, it looks that airlines are more and more opting to not to "check through" (I am avoiding the term "interline" on purpose, because the term relates only and only to single ticket) on different tickets to protect themselves against all possible implications of missed connections...