Those comments shouldn't make you nervous, mainly because... you already seemed to be nervous! You wrote: "We really don't want to ever check a bag in case of loss." So my comment was a reaction to exactly that sentense (I even included the # of your corresponding comment/question before I wrote that part). As in "if you are that scared of losing a checked bag (which implies the contents are of value), just take pictures of them and their contents". Your fear (even though I'd guess is based on some negative past experience) is not very justified. Nowadays bags rarely get lost on such (direct) routes, I could only imagine some complications being possible with either very short connections and a delayed first flight (where the bag has been checked all the way through in advance) or connections to different carriers that don't "communicate" very well with each other, or if the aircraft has to continue to a second/third destination and some bags have to remain on the aircraft etc.