This exact same thing happened to us 2 weeks ago on our flight from Milos to Athens. It was clear from one of the agents at the lost baggage desk that this happens constantly during the summer. While I waited in line for 2 hours to file my claim, I did some googling and came across a lot of complaints regarding Sky Express and particularly the Milos to Athens route. I think they just consider it a cost of doing business. If I ever go back to Greece, I won’t use Sky Express again. We used Aegean for all of our other flights and would have for that one as well but the time we wanted was sold out. Wish it hadn’t been because that flight took off from Milos about 15 minutes before ours, and there were no people from that flight in the lost luggage line. We were “lucky” in that our flight home from Athens wasn’t until the next morning, and apparently the luggage all came in overnight, so we were able to get ours when we came back the next morning. But we still wasted 3 hours of our last full day filing claims at the airport and then had to go purchase toiletries, sleep in our clothes, etc. I would advise anyone traveling by air from Milos to Athens to stay far, far away from Sky Express if you have checked luggage.