OK so when I said 'MBJ scam' I still thought it was the small carry-on that was taken, which you have to admit, would be very unusual. Sad, but there are thieves everywhere.

I never bring luggage on a plane, usually because there are things in there that cannot get through security (e.g. booze, wee cutlass) but I wonder if carrying a simple zip tie and using that to tie the zippers together (should your luggage be taken from you on the jetbridge) would 1. be allowed and 2. be enough to dissuade the bad guys, er bad people. Actual locks may work even better, you are already through security, your bag shouldn't be screened again.

In any case, I feel bad for your loss but am glad you shared your story so that we can learn from it.