Delays on return flights can be a pain when you are flying out again in a day or two. Once I had to spend $200 to duplicate presentation equipment that was in my dh's bag because he was flying out the next day and the bag wouldn't return home in time. As for finding suitable clothing for the second trip, that was tough too, since his travel wardrobe (dries overnight when hand washed), toiletry kit, plus raincoat and overshoes were all in the suitcase. Oh, and THE SUITCASE was missing as well (luckily, I wasn't traveling with him so he took mine.)
Sure, most of the time a delayed bag on a return trip isn't a big deal, but sometimes it is.