If your airport have x-ray machines (CTX's) then you do not need to travel with your bags. Pulling your bags off a flight is not that simple. Bags are bulk loaded as the ramp agents receive them and to find a particular bag can mean off loading all of the bags loaded to find yours and then re-loading the entire bin, which can take alot of time.
If you are traveling international, it is a major issue with passengers arriving without their bags due to Custom's inspections, possible bonding of your bags and so on. We don't get to take your bags off the carousel and take them to our office without jumping thru alot of hoops.