I have a transit through Shanghai that involves a change of the airports (arriving PVG, departing SHA). All flights are international.

I have assumed I will need to get my luggage in PVG and check it in again in SHA, but surprisingly the bag was checked to the final destination (luggage tag saying TO final destination VIA PVG"). The check in agent assure it will go through but somehow I'm still skeptical.

Is this a real thing, will someone really move the bags between Shanghai airports? Or is it a mistake and I should rather try to find my bag at PVG carousel? Will it even appear there if it's checked further?