I guess I'm not following the OP's thinking here...
Are you catching another flight on a different PNR, so you aren't going to have your bag follow you for the day? Or, are you just really pressed for time and can't wait the couple minutes (hopefully) for your bag to come out?
Either way, you're taking a heckuva chance. I've seen lots of bags hanging around deserted claim areas and I always wonder how many of those get snatched when no one is looking.
Some locations are really good about grabbing unclaimed bags and locking them up right away; other locations either let them go round and round or set them out in the open between carousels.
Dumb question: where does the airline's liability end for lost baggage? If I dawdle on my way down to bag claim (maybe stopping at a RCC for a bit) and my bag is set aside and gets snatched, is that the airline's fault for not securing it? What compensation did you get, ORDflyr?