Or QF has training issues - see QF/CX/BA Interlining confusion for a similar case involving check-through baggage.

I've had few issues doing this on same booking. On same booking this year I had CX HKG issue AY ICN-HEL BP and BA IAD issue JL LHR-HND.
I also had one case where CX HKG asked if I needed JL NRT-JFK BP too - she looked very hesitant to do it as it involves CX carrying out JL's ETSA check and PCR check (HK as part of China needed PCR to enter US) and it was day after. As I would land in Japan and stay a night in the Narita 9Hours capsule I declined to her relief.

Also, if I need to make a international-domestic connection and I need to drop bag in domestic check-in, I generally cannot get a BP printed out in advance.