I think this is down to the airline (and agent) with whom you're taking your first flight (in your case Alaska), regardless of whether you're on a through ticket.

Last year I flew (on three airlines with three separate tickets):

EYW (AA) MIA (VS) LHR (BD) LBA

The very friendly AA agent at EYW didn't blink twice at checking my luggage all the way through to LBA.

If I'd tried this the other way round, with the BD flight first, they would have refused as BD have very strict rules on interlining. VS's stance wouldn't matter in either case.