CX learned the hard way, just over a year ago, that the dreaded newly invented one-world rule change to allow only luggage check through on flights in the same PNR, was not so much appreciated by their customers. CX reverted to the much appreciated luggage check through as long as an interline agreement exists. Which covers pretty much all connecting options.
This does not imply, that you do have protection in case of delays, etc. Which also implies, CX will not check you in / provide BP for your next flight (unless it's in the same PNR). CX/KA flights interconnected on separate PNR's are protected though and can give you next flight BP.