I have no official statistics but it seems to be a very regular occurrence.
It appears that it is almost accepted practice.
The problem must come from the company responsible for taking the luggage off one aeroplane and putting it onto another.
In theory it should work but in practice it doesn't.
The cost to them of sending luggage by private taxi from Malaga to Granada would be at least 140 euros and Madrid to Granada must be around 350 euros so I don't know why they don't sort the problem out.
They sometimes outsource the delivery of the luggage to just about anyone with a van. I don't mean to be unkind but many of the delivery people are complete and utter morons.
It would be better if the passengers themselves looked after their own luggage and took it off one plane and then check it into the next flight.
So if you get a connecting flight, yes, there is a 25% chance that they will mislay your luggage for a day or so.
It makes life easier if you have a cell phone so that they can phone you to organise the delivery.
In your hand luggage pack underwear, contact lens solution, insulin, medicines, all important documentation, phone, charger etc.
When you prepare for a problem it never usually happens.
I remember about 20 years ago getting to know an American guy who came over to write a book on his MAC.
They lost his luggage for 4 months and for some reason could not send the MAC from Amsterdam where it has been lost.
I let him use my PC. He had to save the work on floppy disks becuase my PC did not even have a hard disk.
His MAC had a 20 mega hard drive which we considered massive. That was around the time that Bill Gates said that we would never need more than 640kb of RAM.
25 years ago I waited 11 months for them to put a phone in. I had a phone put in last year and it took them 9 hours.
Things are improving.
Eventually they will solve the luggage problem.