I have no idea what happened in this case, just many ways it could have happened/happens everyday.
Again, not enough details to really know here.
Personally, unless OP called CBP and the airline herself through their public numbers, I am not convinced she talked to them.
Another very common situation where luggage goes through customs and is transferred by the airline is when the luggage was delayed on one of the previous flights of the journey. Lost and found was a great job in college.