Originally Posted by jsloan

You're mistaken. For trips that originate or terminate in the United States, the marketing carrier of the first segment sets the policy used for the entire trip. It's a US DOT regulation, and it's designed to protect people from sticker shock at check-in time when bags that were free for their first flight suddenly cost an arm and a leg.

Carriers (United included) are well aware of the regulation. In fact, if you view your receipt, there should be a phrase on it like this "In compliance with U.S. Department of Transportation regulations, checked baggage policies for your entire itinerary are determined by <Insert carrier here>." What UA isn't always great about is getting its calculator to return the right value; however, if OP looks at a receipt, this phrase should be printed, and based upon the information provided, it would say "Copa Airlines."