Heh. I'm not sure what the quality of the TSA approved lock is, but I've seen plenty of cheap locks get caught on just about anything and ripped off. The other thing with gate checking a bag and then having it broken into is that you have to be pretty ballsy to break into it. Why? At any major international airport, I am almost certain that all gate/ramp areas are monitored by video surveillance. At IAD, the C/D gates are monitored by UA cameras AND MWAA (airport authority) cameras. I've seen them both, and you'd be amazed at the quality of the MWAA cameras.
Next, the "jockey" would either have all of his buddies in on it (so they wouldn't snitch on him) or he'd have to find a private place to do it so nobody would see him. Finally, he'd have to find the *time* to do it. If you checked your bag in six hours early and it was sitting the baggage room all day, that would be one thing. But, you did't give up your bag until the gate in MEM, and when they picked it up in TYS all they did was drop it on the baggage claim belt. The guys in MEM have better things to do at that point of a flight than break into a lock of a carry-on. In TYS? Well, first thing is to get those bags on the claim belt.
I suggest you file a claim with NW, the airport authority police in both cities, and the FBI. I'm not kidding. I really, really, don't think that you were a victim of an isolated theft (or attempted). Just way too many things that would have had to have gone "right" for *your* bag to be the only one busted in to. If your bag was actually broken into by airline thieves, I'm very certain this isn't the first time those guys have broken into bags. If it ain't the first time, NW might keep quiet, but the airport authority police would know for sure and the FBI might know if it's an ongoing investigation. They do take an interest in those types of things.