The Department of Transprtation ruled about four years ago that airlines can only charge you a single checked baggage fee even when you’re traveling on multiple carriers. If they collect $35 from you and you’re traveling on more than one airline that $35 gets split — instead of letting each airline collect a separate $35.
The fully anticipated result (we cannot really call this an unintended consequence since it was predicted and predictable) was that US airlines no longer allow you to through-check luggage onto other airlines when traveling on separate tickets, at least when those airlines aren’t in the same global alliance.