It's standard / required procedure in the US to clear your bags through customs at the first landfall, whether you're connecting onwards or not. This way we don't have to build a customs facility at every airport in America whether it has international flights or not; obviously, in your case, there is no customs facility at AZO.

The DTW customs / immigration hall is easy to pass through and usually underutilized. You recheck your bag to AZO down there, then just go upstairs to the A gates when you're done.