Locked or unlocked, the new TSA inspections of checked luggage provide ample opportunity for luggage to be broken or items in your bags to go missing (or stolen). This risk is present no matter what airline you fly. If you want to fly UA because they have a nonstop HKG-ORD flight which minimizes the amount of handling your luggage receives, that certainly makes sense. But if you are going to stop flying NW purely out of anger over what happened to your bag, I think you should expect that there will be the risk of damaged luggage no matter which airline you fly.

And I have had travel nightmares (on UA, actually) that involved a lot more hassle and pain than just damaged luggage.