It does not have to be a through ticket. The relevant rule is that you are entitled to onwards travel on the next available train if you miss a train due to a fault of the railway. It does not have to be a train on the same ticket.

Example: You book Stuttgart - Zurich on www.bahn.de and Zurich - Rome on Trenitalia.com. In this case you may have booked with DB and Trenitalia, but in Zurich you will be changing from one SBB train to another SBB train. If your Stuttgart - Zurich train is late, and you miss your onward travel to Milano then SBB has to rebook you, because it is their fault you missed that train.

There are very few cases where you actually change operators when you change trains, and in all but a few there are indeed agreements in place to deal with delays. The only cases where I am aware that a connection is really unprotected is if you book SNCF To Milano and then Trenitalia for onwards travel. So if you are travelling Paris -> somehere in Italy you better now book that with Trenitalia, now that they operate to Paris.