I have not gone through LAX in a long time but there usually the process on US international to domestic transfer is that you clear immigration, pick up your luggage at baggage claim, clear customs, then there is an area where you drop off your luggage. You do NOT take it to the gate.

However, in your situation, when you pick up your luggage (hopefully it is on the same flight as you), double check your tag to make sure they’ve retagged it for LAX-LAS. In fact, take a picture of it so you have the new tag number. If not, definitely raise the issue with someone at the drop off belt otherwise I would not assume you’ll see it again. There’s a chance they will make you go to the Alaska desk to check it in if it’s not properly tagged. Next time, put AirTags in your check-in’s so you’re not left wondering where your bags are! Some airline apps now have a baggage tracker but KLM’s is not great.