I didn't think this was true. I've often heard F/A's advising passengers continuing on to a further destination on the same aircraft to remove their carry-on luggage if they deplane.

In either case, I wouldn't want to leave it on there anyway in the event something does occur and they do a swap of sorts during the layover. There's also the slight possibility of theft if other passengers are on board when you deplane and leave your stuff behind.