On a recent flight I watched them unload bags from a plane from a window in the lounge. They pulled bags out and clearly intentionally put them on different carts on the train, different trains, and even pulled a few bags out and set them aside entirely. There were at least three or four categories of bags, maybe more. One of those were presumably priority bags for local arrivals, the others were presumably US connections, international connections, domestic connections, and perhaps short or long connections. In short... it's definitely not as simple as just "handle these bags first and those after".

Once the train arrives at the luggage unloading presumably the priority bags are first but if the first train was full and drove off and the next train pulled in and they found more priority bags loaded deeper in the hold... Or even if the first car they set aside for priority bags was full and they stacked a few on a later car -- would you prefer they took the time to move the other bags around to ensure it was first or just put it where there was room and deliver it as fast as they could?

The airlines that reliably deliver priority bags first? The way they do it is by unloading all the bags without putting them on the carousel until they have all the priority bags pulled out and then delivering them in priority order. That may make you feel better about being first but you're not actually getting the bags faster than if they had just started delivering them asap.

Fwiw I've been *G and I've been *nobody and I definitely felt I was walking out as one of the first few people while lots of people were waiting by the carousel more often as *G. And that's as a Nexus holder so I was often walking away from the carousel while others were only just arriving at all. It was far from 100% of the time (and definitely didn't work on my last flight) but it was noticeably more often than as a *nobody.