Sometimes it is because they get lost in a big airport - but KL is not that big, nor with extensive shopping malls, like Dubai or Singapore. Occasionally it might be because they left the airport, in order to go back get something - but again, unlikely at KL airport, which is miles and miles from anywhere.
Five of them? Unless they are a family, together, who did something daft, then this is strange. Off-loading luggage is timeconsuming and expensive, it is a last resort measure, after calling and paging all over the airport.
Perhaps they were part of the team and not chosen, as in they had backups in place...