Flying through the US for any international flight you always have to collect your bags, clear customs and immigration, then re-check them.

The US does not have the concept of international transit lounges like other countries do, where you can get off plane 1 and sit in a room that is not technically inside the country (so you don't clear customs or immigration), then just get on plane 2 and go to another country.

I suspect there would be cases where it's cheaper to book a connecting flight through the US to some other country (or US city) and just get off at your first stop.