Shall I stir it and suggest the No 1 reason why bags are delayed for pax starting out from Heathrow on BA and then transferring to another carrier is that the BA flight was probably so long waiting at the departure hold at Heathrow that the connection was lost even before wheels-up ?
But yes, why arrange some faresaving ticket that does BA out of much of the revenue for the full trip, but still expect the full-fare service of through baggage and all the costs associated with that which others are describing here.