the downsides of booking a BE ticket are well displayed, at least when booking UA. You can not get around those restrictions being put in front of you, as you need to click the checkbox that you understand the restrictions.

that said, what you booked is not a connection, and they are well within their rights to deny a through-check of a bag on separate tickets, no matter the fare. In fact, on a UA to non *A carrier on separate bookings, no matter the fare, they will. The fact they do within UA and to * is not even required, but a courtesy. The fact is, BE or not, the contract you agree to is the transportation and carriage of baggage (with the requisite fee) from the origin to destination on your single ticket. Your separate ticket on BR is not a connection, simply a separate contract you booked with BR (presumably). They are especially strict on BE since you paid a no frills fare, and so (surprise!), they don’t want to add a frill.

if you want to self book separate tickets, that’s all good and well, but you should know that UA is not required to do anything beyond the contract you both agreed to. UA is not a party to the separate booking with BR, and has no requirement tomorrow check your bag to a destination on a different ticket. And there is no reason why they should have to spell out the things you may need to consider when booking this kind of ‘connection’.