Luggage issues

I flew into cape Town from Johannesburg tonight. Checked in on time and boarding was smooth. I arrived in cape Town to find that my luggage did not arrive with the flight. Worst part was that no explanation was given only papers given to say we must fill in our delivery addresses. It is very inconvenient of them because what if my house keys were in there for that matter, or someone was going for an interview and they had to prepare for the next day? We bring items with us on the flight because we are going to need them where ever we are going. It is very unprofessional of the flight to be doing this to their clients.. I am very upset about this.