Smaller regional jets don’t have overhead bins that will hold regular-sized carry on bags. On those planes, passengers usually tag them at the gate and drop them off at the bottom of the jet bridge before getting on the plane. Those bags are then returned to the jet bridge on arrival – customers don’t have to go to baggage claim to collect them. It’s (usually) a much faster process.
One problem airlines face, though, is that while people put their names and other identifying information on checked bags, they often don’t tag their carry on bags.