Perhaps the Chinese can master the art of cross-town transfer of baggages, but certainly many other places can't.
I can only imagine all the problems if AF tried to do a link between ORY and CDG. Schengen or non-Schengen ? Which of half dozen Halls/Terminals ? Theft ? And oh yeah, the péripherique of Paris, totally predictable conditions of traffic. And when something goes wrong, the airline is on the hook.