They told you your bag was still at CDG but maybe it was not.
On my trip to BKK this late december, I was doing CDG-AMS-BKK and my luggage was not in BKK when I arrived, neither on belts from AMS or CDG flights.
The staff told me my luggage was still in AMS but, finally, the luggage tags have shown a direct flight from Paris (the same day I did in fact but got it 3 days later).

About tight connections: 29 min in SLC and my bag did it!