this has nothing to do with the boarding passes or united software. If United is saying that since they couldnt issue the boarding passes the bags were not checked to the final destination (Milan), then they are lying. I've flown to Asia many times (UA going into FRA and LH to Asia). Most of the times I was not give a boarding pass for the onward journey. But my bags were checked to the final destination.
When you checked-in w/United @SFO, you would have been given a baggage ticket. Check what does it say as the final destination, if it says FRA - MXP then it should be LH's fault. If it says just FRA then it's UA's fault
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