I've done it numerous times. If it is within the same airline or in this case within the same star alliance, I don't see a downside as long as you inform the agent when you check in.

Others would know how it works with the star alliance but I know when I've done it only on UA, they issue you the boarding passes and tag your bags all the way to your final destination.

I know when it's on a different airlines like I did it once with UA and ATA, then, it means literally checking in again with the second airline so it's best to have only carry-ons unless the transit time is long enough for you to pick up your check-in bags and schlep them over to the next airline.

Oh, okay, I've thought of one downside. If one of your flights is delayed and you can't make the connecting flight(s), you will have a problem if it's different airlines.