Ian, FWIW, I’ve always found Thai very accommodating at interlining bags to almost anyone and for that matter CX the same.
I despair when airlines will not do simple things that they can to make a premium passengers’ life easier. You would think they would be looking to retain the passenger rather than alienate them. I seem to remember that this was a measure introduced by BD which began its downward spiral as transfer passengers on separate tickets stopped using them because of the inconvenience. I would expect the same would happen to BA over time. In the current climate no airline can afford to lose premium passengers.
BKK might not be the worst place to have to claim bags and check in again but I can imagine the hassle it caused from my many arrivals and departures from there as a destination.