As just a pax nowadays, this refusal to do what can be done is annoying.
Earlier this year I flew from LHR to SYD via HKG. Virgin to HKG and Cathay to SYD. Cathay booked the AKL to HKG return, but operated by ANZ.
The booking lady from Virgin was helpful. She pointed out that she could sell me a Cathay ticket, but it would be (much) cheaper if I bought it myself. (It was much cheaper).
I asked whether or not I would get both boarding cards at LHR.
The Virgin lady said that whilst they could do that, and whilst they might, it was very unlikely.
So the risk of missing the connection was ours.
Needless to say, I was not booked through. We took the risk, but all was fine.
As a PS , the much vaunted ANZ actually operated the AKL flight to HKG. The cabin crew had obviously been trained by United. The grumpiest lot it has been my misfortune to encounter. Dire.