I work in a dive shop with a disappearing weights problem. We don't know where a of of them go, but we have never lost one that I know of through ditching. They are used primarily for students, and we don't check them out. The logistics of doing that whilst doing weight weight checks (etc.) is daunting. We do recover a lot that disappear because they disappear into BCD weight pockets, especially the trim pockets. Since the students use our BCDs, we regularly find them some time after they are returned to us. If the divers have their own gear and heads home, the weights go with them.I was recently at a resort in Indonesia where there was a sign posted that stated the amount per kilo the diver would be charged if he failed to return weights. I cannot imagine the concern is divers packing them in their luggage for the flight home, so it would seem the policy is directed to ditched weights.
We also see weights accidentally dropped with some frequency. This happens especially when the students giant stride into the pool without holding onto their belts properly. Since this happens in the pool, it is a matter of picking the best up and reminding the student to hold onto the best buckle. If this happens on a dive boat, the weights are usually gone. It happened to me when I was on my first dive trip and did a back roll entry. I had a lousy rented weight belt, and the buckle opened when I hit the water. The weights were gone, and I was charged.