Well, I don't think it's that big of a deal. I've had it happen to me (basically), when my luggage didn't arrive. So, I exited customs, and my checked bag wasn't with me. They found it about 30 minutes after I had asked about filing a claim. I wasn't at my final city, so couldn't file a claim in MIA.

I've flown from China before with only hand carry luggage. I'm not your normal tourist, though.