to answer your question, no I don't think so. We brought back a full sized Graco baby carriage from the States when I was pregnant, (they are about 1/2 the price over there) and they checked it through without question (and it was BIG and HEAVY, I only used it for a few months and got an umbrella one, live and learn...)
I have both gate checked, and checked with the luggage, and it doesn't seem to make any difference to the check-in staff. If you want to check it with the luggage and then you may well have to take it to the oversize luggage desk (where they deal with golf clubs, skis etc), which can be another queue to wait in, in which case we usually just take it to the gate instead (of course check with the desk that this is ok, but I've never had a problem)
If you want to take the stroller right onto the plane, there there are some very very tiny ones that I've seen folded up and put in an overhead locker, but to be honest, I wouldn't want to use one of those once I arrived at my destination.
Bev