I've only ever had a handful of connections where I'm on the same plane. More often, I have to haul my stuff halfway across the terminal (and the Availability heuristic* tells me that it's almost never the next gate over) to get on a different plane. Thus, if they never scan my boarding pass, they can be pretty sure my luggage isn't on the plane.

* Yes, I'm aware this is a cognitive bias. http://en.wikipedia.org/wiki/Availability_heuristic