Just a comment on checking bags -
For international flights, it's typical to have to pick up your bags when you transfer in a new country, even on the same airline, because you have to clear customs upon entry into the country. In the US, you have to do this even for transfer flights where the only part of the US you visit in the airport.
So it's not the fee that's necessarily the issue, but the additional time it takes to wait for your bags between immigration and customs, find out where to drop them off again, walk there, and wait in line to do that, then get to your gate. That can be enough to push a tight connection into missing a plane.