I am sure the agent is in a hurry because if she cannot find you before you leave the immigration, she will be in big trouble. She probably said something along the lines of 請看一下你的行李有沒有過 X-光再登機 or 請確認你的行李有通過 X-光再離開...

Assumed she just said 看行李 and nothing else, maybe she thought you are familiar. If you are not familiar with what is 看行李... then you should've asked what is 看行李 and not just went for the air side...

I have been in that situation before where the CI agent pulled me out right after the carry on inspection and told me that there's a 漏查 and I need to agree to have my luggage opened for inspection. Afterwards I was fully searched before boarding after my boarding card beeped.

I don't like to be treated like a suspect after I already agreed to have my luggage searched but obviously they just have to get their duties done.

Anyways, you do not have to race to the conveyor belt because if your bags left way before you leave the counter, and you did not see your luggage after you walk to the screen, it's obviously already past the machine.