I lost my bag recently due to a BA delay that caused me to miss my connection in Heathrow. Rather than wait until the next day to get on the BA flight I asked them to transfer me to the MU flight that evening. They did this and I had a great flight in business class with better seats and service than BA on the way over. He only problem was once in Shanghai my bag didn't show due to BA not transferring it to MU properly at LHR.
I went to the MU baggage center and the guys there were polite and professional, told me their computer showed the bag was still in London and that they'd put a request in to get it and call me when it arrives. They called me the next day and delivered the bag to my office. I was very impressed both with the MU seat and service and also the help with the bag.
Im not by any means saying they are the best, but with a bit of patience they can be helpful. All the Chinese airlines are much better than even 2-3 years ago. I'd say that MU doesn't have the world's or Asia's worst service. You've just been unlucky.