I'm sure carrying the bag off and leaving it somewhere in the terminal between plane and passport control would also have the desired effect and life lesson learned over why it's always best to keep your belongings in clear sight.
I've often thought about doing just that in this situation but never been ballsy enough to actually carry it out.... just incase the owner isn't as far back as I'd initially assumed or in case their travelling companion is the person covertly sat next to me and I'd not paid attention.