In practice AS still through checks if it's all on the same PNR.
I can see why AS stopped doing it. It was a little known benefit before they joined oneworld so it wasn't done that often, whereas now they're likely getting such requests frequently.
For AS, for them to through-check to a separate PNR, they have to add all the flights you are through-checking to, into their PNR.
AA (and virtually any carrier for that matter) also has to do the same, if they were to through-check to a separate PNR. Unfortunately this often results in lots of errors being made... from wrong flight numbers to wrong dates etc. Baggage data is also not always correctly and automatically sent to the downline carrier(s) which leads to bags being left behind. It's a bit of a recipe for disaster.
