Probably worth complaining, just difficult to say where. Membersvc email will just send it to some clueless drone who will send you a "we sincerely apologize"-reply. I guess you could try there and hope it gets forwarded on. Mention that it's a recurring problem etc.
In general though I've found QR outstation staff (often not QR staff but some ground handling company's) to be much better than actual QR staff in DOH. Probably because they're not scared of being deported for a single mistake.
With regards to baggage priority tags: I was told by Finnair staff in HEL that priority bags are put in a separate area just based on the bar code and the tags are actually unnecessary. That being said, it seems like QR still generally does tag bags priority (as do most oneworld airlines, including Finnair, just not always in HEL...)