I had this problem before when I was on e-ticket and it involves other airlines...e.g. MAD-LHR-HKG, I cannot OLCI LHR-HKG in advance because I haven't checked in my MAD-LHR flight / used the MAD-LHR coupon yet - so basically it means I cannot really check in for the CX flight in advance because I would have to check in for the MAD-LHR in person at the airport first, and at that time I could receive my onward LHR-HKG boarding pass anyway. same for e.g. BOS-JFK-HKG or sth like that...as long as it's e-ticket and the previous non-CX coupon isn't used yet, you cannot check in for the next CX flight. such problem doesn't exist with paper ticket obviously.

but it doesn't sound like this is what happened in your case ?