Bags disappear. Some times they get stolen. That's why the joke goes: There are two kinds of luggage: Carryon and Lost.
My bet is it's gone. But JetBlue will still look for it. Not sure what the manager of your claim case would have to do to become "competent" in your mind, find the guy who stole it (or took it by accident)?
And frankly, if it wasn't there in LA when you got there on Cathay Pacific, and you were responsible for getting your bags and rechecking them, how the heck is this even a Jet Blue issue? OF course you should be contacting Cathay Pacific!