Wow, you sure are able fall asleep at the drop of a hat!
Please explain. I don't understand how a bag gets removed from the plane as folks are boarding. How do you know they didn't ask who's bag it was if you were already asleep? When did you realize your bag was missing? What was said by you to the flight crew or gate agent at the time?
Since it sounds like you were pretty dare sleepy, is there any possibility you left the bag unattended in the terminal when you boarded?