This is how it works in the US. Domestic terminals don't have customs facilities at all, nor is there any isolation of anything but international arrivals areas. Without rebuilding the airports there simply would be no way to do it otherwise.

Your bag will actually be tagged to the final destination but you claim it at the first US airport anyway and then generally just drop it on a conveyor outside customs--I've never spent more than about 1 minute on this and that was when a machine was broken.