This is not a recent change. It's been a longstanding point of contention despite the CFR you quote. HA only knows to charge you the bag fee because that's what their system says to do, despite being on a codeshare that should include a baggage allowance. They seem set on sticking with the first sentence of the CFR ("must apply the baggage allowances and fees that apply at the beginning of a passenger's itinerary throughout his or her entire itinerary") without regard for the next sentence. There have been several threads on FT over the years regarding this exact issue. AA will likely tell you baggage fees are included on the codeshare segments but that's not the actual practice used when you attempt to check-in. YMMV.

-FlyerBeek