Why I can't get a transit visa In Shanghai Pudong to Moscow Sheremetyevo International airport

Hey!
Why I can't fly from Japan to Shanghai with a different airline and change my flight to an other airline and fly to Moscow where I have a layover before my final destination?
Why I can't get a transit visa from Shanghai to my next flight if I change the airline when I have layover.
I had to chancel my flights because I tough I can get a transit visa, which was not correct. I have to get a Visa If I want to fly from Japan with China Eastern Airlines to Shanghai and check-in to Aeroflot flight.