When you arrive in a country from another, but then have a connection on to another city in that same country, you generally have to retrieve your checked luggage from the first flight before clearing customs. You get your luggage, wait in a long line, get grilled by bored cops with control issues, and then drop off the luggage before boarding the connecting flight.
This sequence, in which the user takes temporary control over their luggage in between two separate secure channels (during which the luggage is stored safely in the holds of the two respective airplanes), feels much like the protocol flows that have identity tokens flowing through the browser. Both introduce a gap into the security context.
Additionally, if upon arriving at your destination, your checked luggage doesn't - the baggage claim receipt plays (in a sense) the role of a SAML artifact for the luggage itself. Like the SAML Artifact Binding, you arrive without the 'token' but then present a claim ticket that facilitates its retrieval - allowing the the luggage to be eventually (hopefully) delivered to the relevant address.