With two different routes I do not think you could have been put on the same PNR no matter who was flying with you. Now I am sure it would be possible to re-issue the tickets as one way tickets and then put you together on the outbound, but if you are flying to different locations on the return I don't think they can be kept on the same record.
The security rules are not infallilble, and yes you can walk out of the airport after you check in and your bags should be pulled. You can also fall asleep in the lounge, or miss the flight for a number of other reasons. The agent can not control what you do after you check in. The agent can only follow the rules at the time of check-in and even with an underage companion if they don't have an ID there is a body there checking in the luggage.
Positive bag match and having to show an ID to check your bags is one of the logical things about security. You asked for help, the replies are just stating how things are, we are not necessarily condoning the rules or "jumping on the security bandwagon" as you state, we are merely trying to give you a realistic expectation with some background information as to what you will encounter with excess luggage.