I've flown a lot over the last 25 years (business and pleasure), and 99% of the time, my checked bags have arrived on the same flight as me, but I still would never check anything essential or not easily replaceable at destination, including (maybe particularly) my ski boots. They are carried on even if they have to sit with me.
That said, it seems to me that due to their size and awkward nature, ski bags are a little more prone to being left behind or miss connections than other luggage, so why would you ever pack your boots in a ski bag? I sometimes pack a few extra items of clothing that might otherwise make my suitcase overweight, but never anything I can't be without for a couple of days. There's plenty of room for that in just about any bag.