"It turned out that the same plane was being used for both the Montreal-Edmonton and the Edmonton-Vancouver flights; I made the connection, but my suitcase didn't -- it was taken off the plane along with all the others, went into the airport's baggage routing system, and didn't make it through in time to get back onto the plane."

I can understand why they wouldn't bother optimizing such a rare special case. There are probably a long chain of procedures that would have to be made more complex to accomodate this.

Yet another case of choosing general scalability over local performance ;)