I do use the priority lane even if I am late (my group already called) and regardless of where I am sitting (Y PE F etc)
I don't feel bad at all.
I don't do it to flaunt. I don't like to wait and if I have the privilege (status, F ticket, etc) why not?
I also fly domestic DL a few times a year. I have no status with DL. I board with my group. Sometimes I see pax going straight to the sky priority lane. It doesn't bother me if I notice it. It is not that they suddenly back up the general line as it is usually just one or two pax.