As posted, this is standard - not only in the U.S. but in other countries I'm familiar with as well. Airports that handle international arrivals are equipped and staffed for immigration and customs. The hundreds of small airports to which one might continue one's journey are often not designed, equipped or staffed for this purpose. It would be impractical to redesign baggage handling to keep bags that arrive internationally segregated until their owner claims them at his or her final destination - which would then need customs staff to handle one or two international arriving passengers per week. And bags are just one part of the overall process.

You can generally re-check bags to their final destination directly outside customs, without having to go to the regular check-in area.