I have been on flights where gate checked bags normally get delivered at the gate on arrival but where sometimes such flights arrive without some or any of the gate check bags because some people forgot to load it, didn't want to load it, weren't there to load it, or it was otherwise misplaced or mishandled on the ground at either the departure or arrival airport.

By the way, even on mainline they sometimes gate check items for delivery at the gate. This goes for all the US majors.