Latest know fact is that PR and AY has internline agreement, it has a few limitations but not the bags. There are publicly available documents showing all inteline partners and as of february 2017 PR was on the list.
Like mentioned above, it is not about the interline agreements. It is a oneworld decision to discourage the member airlines from checking bags to final if separate tickets, and AY is among the airlines that adheres to the recommendation in a military fashion.

SIN and HKG are excellent airports and a remedy in this. OneWorld airlines' efforts to make life difficult for their customers are hampered by these excellent airports that just simply tracks and re-tags bags within their system.