Mine always seem last on UA as well. The only time I have noticed it helping was on a flight in Europe. I was flying I think JFK-LHR-CPN-HEL. There was some massive baggage handling failure at CPN. They finally announced that we were going to leave anyways but that most bags were not loaded. We got to HEL and about 8 bags come out for the whole fight, which was pretty full. All of them were priority tagged, including mine.