It is their policy, but many times you have to argue for it. Be armed and prepared. I always carry a printout from their website that states that check thru, and an email from QR customer service that states the same. I usually have to ask for the QR supervisor at outstations. The checkin agents are rarely QR staff and must know policies for several airlines.

Whenever I have had my luggage checked thru, I've ALWAYS gotten boarding passes for all segments regardless of the carrier.