Star Alliance carriers all have one common Priority/Gold Tag-- and when I was *A Gold, I would say I got my bags first about 95% of the time.
So, it's humanly possible for this priority baggage thing to work. Either NWA hasn't figured out how *A (with 15+ airlines!!) somehow does it, or they don't see this as a priority for FC and Elites....it's gotta be one of those. Which one do you think it is? I'm guessing it's the second, since NWA is usually good at other technological things (eg, nwa.com)