But in the US, not every domestic airport has customs.

Also, I think it would be sensitive to have baggage that needs to be cleared mixed with baggage that doesn't need to be cleared, as a domestic passenger could switch contents with an international passenger. In addition, I bet domestic passengers would be upset if a customs officer pulled them over just to verify that they were indeed domestic passengers. (I'd tell them to shove it in this situation and mind their own business.)

I could see drugs and other items smuggled into the US if baggage were to be mixed.