Over a period of about 10 years I have done a dozen trips Glasgow, UK - Auckland. The first two or three times I was able to check in myself and baggage all the way through from start to finish, regardless of whether it was separate tickets or not. Then they stopped doing it if it was separate tickets, even if all airlines were Star Alliance or whatever. The reason the airlines gave was that checking all the way through cost them money so why should they do it if they weren't getting money for it?