Airlines that have a baggage interlining agreement are only obliged to through-check bags if the journey is being made on one ticket. If you are transferring bags between journeys on two separate tickets, the airline doing the first check-in is not obliged to through-check the bag, but may do so if it is feeling kindly disposed to granting an indulgence.

IIRC, the airline that issues the bag tag is responsible for the costs of delivering the bag if it misconnects somewhere along the way, even if outside its control. In today's environment, you can understand why airlines might have become a little wary about assuming the risk of those costs when they don't have to.

Some airlines now have stated policies about this: for example, BA say they will now through-check bags to another sector on a separate ticket only if the second sector is operated by BA or another oneworld carrier.