On a recent flight from Las Vegas, seated in first class, a passenger boarded the aircraft stored his brief case in the overhead bin and sat down on the window seat. A few moments later, he used the rest room; returned to retrieve his brief case and left the aircraft. Towards the end of the boarding process, the flight attendant noticed he was gone; soon a supervisor was notified and quite a bit of discussion ensued. Suddenly the door was closed and we pushed back. I asked the flight attendant if the pilot knew of this situation - she ignored me but then called the pilot. Soon, everyone in first class was asked to identify their luggage. Once we had done so, the pilot started the engines and we left. I haven't been quite that concerned in a long time! When I complained to the airline, there was deafening silence on what happened and the proper procedures. Has anyone encountered this before? Was I wrong not to raise more concerns with the pilot?