What I mean to say is that I could have booked the entire itinerary through either AC (with AC flight numbers) or through UA (with UA flight numbers). However I could never get a price that I liked -- either in cash or award miles -- which is why I wound up breaking the itinerary into 2 separate tickets.

Perhaps this fact is not relevant, I mentioned it only for thoroughness, as a factor that might have distinguished my situation from the above reports of people not being able to through-check.