Do you tip when the airline delivers your lost luggage?

This just happened. Last night my checked bag missed my connecting flight (I made it, though). Airline just delivered it at around 4pm (20 hours after my flight landed).

The delivery guy was clearly not an employee of the airline. Likely just a contracted out firm. When I took the bag and said thanks there was an awkward moment where it looked like he wanted a tip.

Was I wrong to not tip?