This was a flight to CDG, not from, making the risk of losing the bag a lot smaller.

However I do agree on that observation. Last year I flew through CDG three times: Two times they lost my bag, and one time it came out soaking wet - most of the items inside had to be washed/drycleaned. Yes there was heavy rain at CDG during the tranfer, but I'd expect them to cover up the bags during transport. Though in the end I was reimbursed for the drycleaning costs by AF.