Yes, your bags should've been tagged with a yellow tag. Even when they print out tags at the gate, it prints out "Priority" if you are GM+ or in a premium cabin. Therefore your bags "did call for it" after printing. I came across these misinformed agents before, so I keep a bunch of yellow tags in my carry on in case they give me BS excuses or they are not available at the gate. I also came across agents in international stations where they didn't have any yellow priority tags even if my tag prints "Priority" in bold. That's why I always keep many with me. I was able to get a bunch from check-in agents in the past.