For most airports, the cost of employing someone to check tags is probably a lot more than the amount of baggage being lost there.
+1
I used to live in PHL and fly out of there years (20+) ago. Being a non-U.S. flyer previously, I was surprised that no one checked bags though the claim area was open to all. There was a case of some guy (sometime in the very early '90s) just taking bags off the belt and loading it into his car. Apparently it went on for some time before he was busted (think it was because some passenger saw him taking his/her bag) and tag checking was (re)implemented for a while. A little bit later in that era, BUR did check tags but no other U.S. airport that I flown into since did/does so.
A quick internet search reveals that this type of crime is still prevalent.
Secondary tip: Don't use black bags. They're common and easier for a thief to offer the excuse of mistaken bag.