The only thing I will critisise the crew for is not telling us the luggage had been offloaded. If I knew that was happening I would probably have got off and taken the train instead. That way I'd have been able to work and not lost a dyas work.
Unfortunately, the majority of the time, in these situations the crew will not pass this information on to the passengers. There's many reasons why they don't do it although it is very unfair (mainly because it can cause tension/upset in the cabin during the flight). It is then left to the ground crew/handling agents to inform the passengers that your bags are not there... bearing in mind the handling agents will most likely not know why either and will usually only know at the same time as you.