Recently I booked a connecting flight with two different carriers (same PNR). There is an 8.5-hour layover in Kuala Lumpur International Airport. I didn't want to recheck-in my baggage so I confirmed with the airline of the originating flight that they would give me baggage tags to the final destination.
She said yes but warned me that
there could be some trouble with your baggage as it would be on the ground for more than 8 hours, so it is better you collect them and check-in again. I was perplexed about what she meant by that. I asked her why she said that and who was going to cause trouble to my bags. She did not answer my question and just repeated the same warning.
In the end, I said, it's okay I'll take the risk.
Are there really any risks in keeping check-in bags "on the ground" for a long layover (i.e. not collecting them and rechecking-in)?