It certainly does happen, but as mentioned it seems rarely the fault of the cruiseline.
Your chance of missing your luggage is the same as anyone else who flies nowadays. It happens.
So what can you do? Well I don't work in the travel industry but I have flown a lot and i can give you some recommendations which are free, so you can determine what they are worth.
First, as already said. Arrive early, at least a day but preferably two. My understanding is most mishandled bags (which is what the airlines call it) are returned withing 24 hours. So if you arrive at 10pm but you board at 10 am the next day...you didn't give the airline the time it needs to get you your bag.
Two, try to fly direct - Not possible all the time but with fewest connections and look at the connection times. Try to get an itinerary with at least 2 hours between flights. Most mishandling happens during connections apparently.
Three, you can consider new services you can find on the internet to ship your bags by courier so they are at your hotel before you get there. It is or is not expensive according to your situation, but for peace of mind, it may be worth it.
Forth, there is something called a globalbagtag which is also new and you can look for that on the net. I cant speak for how well they work because I only just ordered them myself. The idea is it is a more secure tag which is more unlikely to come off, and has a code that helps the airline to identify the bag.
Beyond that, all I can say is don't ever not go on a cruise because you are worried about losing your bags. Thankfully the odds seem overwhelmingly in your favour that you will arrive with bags in hand.
Oh, one other thing,, JetBlue has the best record for not loosing bags, but worried about that problem too, I found out that they have no baggage retrieval system the way the legacy carriers do. Now that may have recently changed and perhaps someone can help there.
So like my Father says, what you gain in the straight-away you lose in the go-around.
Hope this helps.