but politely explain why you are in the position that mean you are breaking his airlines rules.
But don't expect that will change anything.
Baggage is a bloody nightmare to be honest when it goes wrong. And 99% of the time by the time its discovered.
a) its nothing to do with the agents at the point of arrival.
b) its nothing to do with the last airline that you travelled with.
c) There is a cost to get it all sorted out.
d) a lot of the time there isn't actually a lot that can be done.
My record is one woman who had done something similar from NZ destination a small regional airport with one operator. Biz class with 3 other airlines then ours for the last sector. Baggage didn't make it. Tears and pleading in arrivals. Showing of baggage receipts which of course the regional airport didn't have a link into the system. Last flight of the week 2 days before the next.
Sent away with a list of phone numbers to call. Quite irate that we wouldn't phone them for her. Monday no rush bags, even more upset because she was given the run around on the phone and departed back 10 days later still no bags. They turned up 3 weeks later and thankfully I spotted them and refused them and sent the handler her number when we got back. As I suspected they had been trapped at Helsinki, there was over $1200 of charges to get the bags back to NZ and outstanding charges. Which because I had refused them was the handlers problem not my airline, they tried to get us to accept them 3 times but I had briefed the other crews not to accept.
I don't know if she ever got them back.
You do feel for the PAX but after you have tried to help once and been stung for it both time wise and huge arguments for back charging the associated costs. Even if you want to help you are instructed to keep well away from it to the point of being rude and not get involved. Your contract is from A to B and if the person has through checked bags and they don't turn up at the aircraft its thier problem.