"Bang of the buck" mostly.
In the US you can certainly walk into any airport's domestic arrival area and grab any bag you like. Apparently it's not enough of a problem to warrant any type of control
- Generally you would end up with a beaten-up bag or suitcase and a lot of dirty laundry that won't fit you. That's not a particularly attractive target.
- The chance of getting caught is quite high. Since there is no customs or immigration, passengers are typically faster than the bags.
- Cost and complexity of the control is high. You would need to fundamentally change the layout and gate off the baggage claim area and staff tag controls. It's probably a lot cheaper to just compensate the passenger for the few stolen bags.