I've had bags delivered because they missed the flight (commuter jet, no room for all the luggage with a full flight). It never even crossed my mind that I should tip the guy, and he never made any indication that he expected it. Quite frankly, the guy asking to have the gratuity left on the door would irritate me enough that I wouldn't do it anyways. (And quite honestly, they guy appologized for being as late at night as he was, said he'd been extremely busy, but didn't mind because the airline was paying him very well to do this).
I consider it to be an extension of the airline's responsibility to get my bags to me, and shouldn't require any additional outlay of cash on my part for it.