Bags fail to make connections at many airports. Amsterdam, which so many people are fond of (including myself) has suffered this problem for years. My bag missed my connecting flight roughly 50% of my flights through AMS.
I haven't used CDG as often but on a recent occasion when I was due to fly DUS-AMS-ATL my DUS-AMS flight was cancelled. A last minute re-route was organised with AFR/DAL through CDG with a very tight connection. I fully expected to arrive ATL minus a bag, but to CDG's credit my bag had made it with me.
Sometimes it works and sometimes it doesn't (even with more time to connect).