Not true.

I've checked some of the destinations served by BA (actually, Comair) from JNB, including Port Elizabeth, Windhoek, Victoria Falls, Livingstone and others. EK will sell tickets to these destinations which include sectors on either South African Airlines, Air Namibia or Kenya Airways (see below).

With separate tickets - there is no guarantee that the bag will be interlined across separate tickets, so you should assume that, if you ask, the request will be denied.