Flying MCO - JFK - CPH, have a 10 hour during the day connection at JFK. I know our bags can be checked all the way through to CPH, but I'm wondering if with that long of a connection it's a better idea to pick them up at JFK, store them while we go into the city, and then recheck in that evening? We have used airtags for the past few years, but I just wonder if it's better to be inconvenienced with collecting and rechecking bags than the bags getting lost/forgotten with such a long layover at such a busy airport? Any thoughts or anecdotal stories? And before it's suggested, we cannot do carryon only for this trip.

Thanks!