I’ve found baggage claim to be nearest the exit, presumably so that one need not lug their bag the half-mile from the plane. And baggage claim needs to be outside security so it all works nicely.
Baggage claim being far away from arrivals, and baggage claim being near the exit, are orthogonal requirements. Baggage claim could be close to both the exit and arrivals simply by having arrivals be near the exit. But airports are intentionally designed such that you have to walk pretty much the entire length of the terminal to go from arrivals to baggage claim.