My guess is that your bag never was loaded on the plane to CVG and your pink tag was never scanned.
In a post above someone asked if you had dropped your bag in the usual spot at the end of the jetbridge, and you replied that you had dropped it in the usual spot and also that you had waited until everyone boarding to wait to see if you could get the comps. And the GA told you to board and that your seat was not needed - any chance you left your bag near desk and walked down the jet bridge not even realizing ?