There's very little the gate agents can do. They don't get live updates on your bag's movements, so in all likelihood they'll just look at their screen and say "it's in the system".

It's very common for bags to be loaded well into the boarding process, so just because your bag hasn't been scanned by the time you board doesn't mean it's left behind. As unfortunate as it sounds they won't know it missed the flight until it's too late.