"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

 1. Generally you would end up with a beaten-up bag or suitace and a lot of dirty laundry that won't fit you. That's not a particularly attractive target.
 2. The chance of getting caught is quite high. Since there is customs or immigration, passengers are typically faster than the bags.
 3. 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.