I think baggage interlining on domestic itineraries must be pretty rare these days. I can understand why AS might do a lot of interlining, because they have a strange route network (very dense in Alaska and the west coast, very thin everywhere else) and are partners with almost every other airline. But when you're flying WN, AA, NW, US, UA, DL, etc., it's pretty rare that you cannot get from point A to point B on the same airline (and it's usually cheaper to buy your ticket all on the same airline).

So I don't think WN is affected by the interlining issue much. I could see lack of interlining being a problem for JetBlue, though.