I am employed by Walmart and also shop at the store I work in. I have had this happen to me several times, even when I checkout with cashiers I know very well.
This usually happens when the cashier is really busy and I'm not paying attention. I know for a fact that in training cashiers are told to double check that all bags have been removed from the carousel before moving on to the next customer, unfortunatly sometimes they are to busy and or simply forget this.
I personnally feel that it is just as much the customers responsibility to make sure they have all their bags. Simply ask the cashier, "Is this all my bags"?? before leaving the checkout. In most cases the cashier should be happy to give it a fast spin and check.
It would be hard for me to believe that any Walmart store or employee is intentionally "ripping off" anyones purchases by doing this.