There are tons of reasons why bags come off of carousels in the customs hall and don't get picked up by the passenger. It happens often enough that there is a well-established way of dealing with it, to the point that no one involved in the process of handling such baggage thinks it is odd, nor is anyone processing such baggage in any way interested in finding out whose bag it is or why it's there, beyond making sure there isn't anything in there that shouldn't be.
It's just one more bag that gets picked up from the carousel and tossed in the "bags not picked up from the carousel" pile, scanned by CPB, and thrown back in the baggage system.
Only thing is that if you do enter the country without your bag, and you DO have something to declare, you should declare it when you exit the customs area even if you don't have your bag, whether your bag is lost (as in airline lost it) or "lost" (as in you're just not picking it up.)
Global entry is not going to care one bit - the important parts are that you declare anything you need to declare and don't bring in anything it's illegal to bring in. Nobody cares if you personally carry your bag out of the hall or someone else does any more than customs cares if you ship a box of your stuff into the country.