While premium tagging works on almost every other airline, it's a complete joke at AA. When I once mentioned to a baggage services supervisor who happened to be around when waiting for my bags at SFO coming from a 3-class AFS just how the premium tagged bags were not being offloaded first, I was scoffed; there's obviously no ripercussion at AA for not doing your job right.
I have no doubt that a BA baggage handler (which probably handles AA at LGW) would be for sure reprimanded if the premium bags aren't delivered first!