The same questions showed up in TripAdvisor, and on FlyerTalk even though not with the same airport or airline. In TripAdvisor one traveler mentions he checked a new bag during a stop in Amsterdam flying by KLM and he had no problem. On FlyerTalk another traveler says he checked a new luggage during a layover in Frankfurt (doesn't mention which airline he was traveling) and had no issues too.
I couldn't find an authoritative answer from Korean Air to this question, but see no point to forbid a bag check-in during a layover and it seems to be allowed in other airlines.
Of course you should mind that checking a bag may be time-consuming so you should arrive in the terminal earlier than if you had no other luggages, but 10 hours should be enough time for the shopping and bag checking procedures.