Oneworld benefits do not include extra baggage allowance on OW airline (except if your home airline gives you benefits when flying them).

See this thread where I posted my friend's experience:

http://www.flyertalk.com/forum/showt...hlight=Baggage

I noticed on CX's website, they now make a note of stating that extra baggage allowances do not apply to onward connections:

http://www.cathaypacific.com/cpa/en_HK/ffp/mpo/benefits