I read on this answer by phoog:
Your layover is in a country where all arriving international passengers must claim their luggage for the purpose of customs inspection. In this case, the bag is tagged for your final destination, but you must pick it up, clear customs, and re-check it at the layover airport.
Which countries force all arriving international passengers to claim their luggage for the purpose of customs inspection, even if passengers have one more leg in their trip?