I've complained to SAS about this, also mentioning the lack of Priority-tags (quite annoying when flying through to airports where the system actually works). They said they would do something about it, but they obviously haven't.
I think, for the same reason as there is no priority boarding in Norway, there is no priority-tag philosophy. Be it BGO, SVG og OSL, I have never seen the priority-tags coming out first.
However, I'd recommend using the duty-free on arrival instead of at departure, that way, by the time you are done shopping your quota, bags are often getting out already :-)
PS: I know not everyone goes to the duty-free everytime they take the plane