In many contries, any unaccompanied luggage entering will be opened by customs. Since it is unaccompanied, you have no way of knowing what they do when "inspecting" you luggage.
I had a similar experience in Kiev a few years ago. My luggage did not make the LHR-LGW connection and I arrived in Kiev sans-luggage. The next BA flight to Kiev was two days later. When reporting the lost bag on arrival at KBP, I had to give them the key to the pad lock and the combination to the other lock. The key and the pad lock were returned inside the suit case when I finally received my bag two days later (for a four day stay).
However, many of the gifts we had taken for our Ukrainian hosts were missing. Even things like a large bottle of shampoo (expensive to purchase in Ukraine), chocolates and clothes were gone.
We were warned not to make any claims in Ukraine, but wait till we returned to London and claim against BA who were the agents responsible for delivering our luggage to us in Kiev. Claiming the customs agents in KBP were theives or corrupt could jeapodise our departure, and you don't want to be on the wrong side of the law in a country like that.
The total value of good missing was probably less than US$30, but all the things were intended as gifts and we eventually had a very reduced set of things to give to our hosts.