I don't think that's accurate. Whether you have checked bags or not, upon entry into the US, one is funneled through Customs and irrespective of whether you have to retrieve a bag off of the belt or are just carrying one (or none), you haven't been screened in VG (like passengers from other small non-US foreign airports). Once you've cleared Customs, with or without fetching a bag off of the belt, you have to go through a TSA security checkpoint.