I think this is mainly a policy decision from OV. Obviously there is a interline agreement between the carriers but the CI-staff at OV has probably been told NOT to throughcheck any baggage on separate tickets.

As you can buy tickets all the way they can also handle the luggage.

A lot of carriers do have the same rules including SK.

AY, for example, only forwards luggage on same bookings or to other OneWorld partners not to other carriers (unless on same booking).

I guess UA staff has not been told the same and therefor gives you this service.