WN's no-interlining baggage policy has had no effect on me, since I have not had to consider a flight with a WN segment connecting to a non-WN segment, or vice-versa. I also usually have only carry-on baggage and prefer non-stops whenever reasonably possible.

But if I were considering such a flight and had to check baggage, the lack of interlining baggage would be a disadvantage for that flight relative to others.