I too rarely check a bag, usually only if I am flying international. I have found zero correlation between the priority tag and when my bags come off. I will say that with YEG as my home base, I try my hardest to not check a bag because it is the worst for luggage next to person.

The last time I checked a bag was to Vegas in the summer with my wife. They were both priority tagged. Hers came off first and mine was dead last. So late in fact that I went to the baggage counter to check on it as everyone else was gone. It was while I was talking to the agent that my bag dropped.