^ If you declare a bag missing, you have to go to CBSA secondary customs to have your bag cleared and/or declared lost. They will send the bag out of customs in bond status and then UA can can either deliver the bag to you or have you come out to the airport and pick up. The CBSA process negates any advantage to just leaving before bags are dropped onto the carousel.
As for UA at YYC, the ramp contractor just started scanning all bag tags as they are loaded or unloaded from the aircraft.
Further, UA and AC are now linked for One Stop Security (OSS) connection pax. This complicates the bag delivery process because some bags go onto a connection belt where as before all bags were put onto the arrival belt.