I recently had a similar experience flying from TXL to ZRH with LX earlier this month. I checked my bags in at the LH First counter and I'm pretty sure both of them were given priority tags. However, when they arrived on the belt in ZRH, there were no priority tags and even the regular tags had only barely stayed on. It really looked like someone had purposely ripped them off.
Most other priority bags arrived first, while mine were among the last to arrive.
I smell an anti-A3 conspiracy.