While I sympathize with your plight, I think your error was leaving the gate at MSP. While I think it is highly unlikely, had their been no agent to meet a late arriving flight at a hub airport full of PAX with missed connection, I would have asked one of the FAs on your flight for help, or even one of the pilots.
As for the luggage thing, late luggage happens often, but bags disappearing completely is an infrequent occurrence. I hope you receive full compensation.
Which brings up a question to me. If you misconnect, and that results in an overnight stay, can you get your luggage, even if it had been checked through? Seems like this might be a good idea in such an instance.