The point about knowing policies is a good one though.

When I was flying MLA - HEL - SFO on separate tickets but the same airline, Finnair wouldn't even check my bags through. That bag check line in Helsinki made things very tight (I barely made it to the front of the line by the bag check deadline)

I have no idea if this is actually their policy or just a lazy agent; if I had done my research beforehand (and their policy was to check it through) I could have insisted at my check in in Malta and saved myself a close call.