The system is, I'm afraid, advising you correctly - only A3*G members are allowed a checked bag on OA aircraft when purchasing a GoLight fare.
https://en.aegeanair.com/travel-info...age-allowance/
Note the * on the final line of the table is only against M+B Gold, with the policy of how it relates to OA flights defined in the notes. In Star Alliance the operating carrier always counts, not the marketing one, so only the OA metal matters here, not the A3 codeshare number.