This through tagging by check in agents who don't have a clue is a huge pain in the backside to be honest.
The are multiple things that can happen to your bag if your bag is tagged but no agreements in place.
1. It gets chucked off the belt in an airport somewhere along the route into a pile in the baggage bays.
2. It could go out on the belt in any airport along the route.
3. It may be held awaiting charges being paid.
4. It may be picked up by the computer and routed automatically to the correct aircraft.
5. The boys just walk across the baggage bay and stick it on the right trolley and it makes the flight.
If there is no agreement in place there sometime is a charge somewhere between 20 and 90 euros for a transfer. And in some countries they won't release it until that's paid. Then there is a bun fight between handling organisations over who pays it. Then there is the charge for actually getting it to where you are.
Any country where you go through immigration for transfer again it may be against local regulations to through check bags without going through customs and there may not be a process in place for you to pick up clear customs and then drop.
The check in agent is doing you no favours what's so ever checking it through by butchering the system into producing a through tag.
Personally as a pilot I don't even ask about it if I am travelling. If they do it automatically then fair enough. But I would suggest you never try and hassle them into doing it. You are just asking for your bags to disappear for a period of time if you ever get them at all. As they are quite easy to make disappear when on the computer they have been put out onto the belt in some airport.
Not all airports have the same system and it may very well work with some trips. But that's more luck than the system being in place for it to work.