Seems the US still "plows it's own furrow" when it comes to security
After Lockerbie there was supposed to be a ban on unacompanied bags unless security cleared .... at least in the UK
However the US always did at that time .. and apparently still seems to .. let baggage travel without the pax .. from my previous dealings with US carriers I actually believe they don't in fact know what baggage is on an aircraft
It always appeared to me that bags were loaded regardless of whether the passenger made the connection or not ....
So anyone working in the US for a US carrier who can clarify .... does baggage reconciliation actually take place in the US?
On a related note ... do US carriers at home also use "psuedo security" folks to walk around their a/c looking at everyone's ID and frisking folks ..... ah.... of course this is obviously an FAA requirement as UK airport security is so poorly applied, as is all security outside of the US apparently ... moi ... cynical
As for the original post .... I'v seen this many times .... your bag(s) travelled the original routing either on the original flights or the next service on the route.
The carrier simply told you something to make you go away and stop asking questions....