The only reason I went to the baggage office in JFK was because the baggage claims desk in BUD had told me to do it.
These underpaid contract workers are trained to get rid of complaining passengers as quickly as possible. By telling you that the JFK office would be the best place, they successfully got rid of you, because you believed them and walked off.
As a seasoned traveller that is something you should know of.
I find it absolutely crazy an airline would let a plane depart without the passenger's luggage.
No one has forced you to fly from TXL. That issue has been going on (esp. with AB) for the last five years. It got worst after AB terminated the contract with Wisag last month. One reason to avoid AB from TXL, when one needs to check in a bag.
The bag was filled with Swiss chocolate and other Swiss foods/snacks.
Good luck with with CBP!