Ironically, for people who travel a lot, the exact opposite happens and we are frequently "encouraged" to use our baggage allotment to reduce courier costs for the company.

The business model is obvious, and has been tried at least once: http://qz.com/309185/this-startup-wants-to-pay-you-to-fly-wi...

Particularly for confidential things, or when in real hurry, I really can't ship it, I have to carry it along.

A typical case is that we have software in development, I'm about to demonstrate it to a customer tomorrow, and before I leave for the trip, I'm making the final build and tweaking of demonstration data set at office and installing in the laptop that I use as a demo server.

By the time I'm ready, the DHL shipments for the day have gone and if I ship it, it would be there one day after my demo. So it has to be in my luggage.

Yes, checked-in luggage may also be lost and delayed, but with direct flights, I'll be fine as long as I'm not going to CDG (Paris).