This is one of the best showcases of security theater. The TSA staff were tacitly acknowledging the profound uselessness of SSSS by ignoring your luggage.
The Delta agents (handling for Korean) don't want to get caught ignoring a computer malfunction. The TSA staff therefore go through a pretend ceremony of scrutinizing the passenger.
This story also reaffirms my belief that they should "get it right at the checkpoint" as Kip Hawley once said. The idea of re-screening a passenger who has cleared a TSA checkpoint is absurd. This includes the unthinkable waste and humiliation of gate screening, and the idea that a person is considered normal risk with one boarding card and extraordinary risk with another.
The simplest way to fix this is to ask Delta to change its software. Although they might claim otherwise, Delta controls who gets the SSSS. Their system should not assign SSSS status after the first segment of an itinerary has been flown. Furthermore, if it does show up and the passenger has already flown at least one segment on the same day, the agent should be let "off the hook" and be allowed to remove the SSSS flag.
When SSSS was used more frequently, I had it several times in the middle of trips... as if I could somehow procure dangerous articles mid-flight and use them to hijack the second or third segments that day.