If you were traveling during the summer and it was a hot day at DFW, sometimes luggage is not boarded for weight issues. I am not a scientist nor a pilot...so I cant explain this well..however, during the real heat of summer for weight and balancing issues they have to go with a lighter load. This can also adjust by the time of day you are connecting. So, they have the choice of taking off people (yeah, can you see the riot?), mail (huge profit center, plus contractually they have to carry it as a priority), or luggage (can hop on a later flight, then just cost of delivering it to the person a bit later). Out of those choices...baggage is the loser. Not a great situation, but they do the best with what they can. Now, some of this is aircraft type related as well...AA uses a TON of Super 80s (what a name...they are far from being "super") which are older and have some more issues with things like weight and balancing. Over the next few years as those are phased out and new 737-800s take their place along with the possibilities of the newer product from Boeing using light weight composite materials, that issue will go away. Isn't that more than you ever wanted to know? It is also possible that there just wasn't enough time on a tight connection for the baggage to make it. But that is a possibility at almost any hub (ATL for DL, ORD for UA/AA, MSP for NW, etc.).
As for Skylink....this sounds weird...but I love getting delayed in DFW now. I can take a couple of laps around the airport on it for instant fun...or get off at the new Terminal D where there is some GREAT local restaurants that have set up shop. It is the only airport I think is great to eat at...well, except for that slice of NY style thin pizza you can get at LGA...yummy!!