I think I'd make a distinction between 5 minutes discomfort on bus (I must admit I don't really recall being in genuine discomfort on any bus heading out to an aircraft) - really not bothered about that - and a significant saving in time by avoiding the large queue for immigration.
For me, personally, the former is de minimis, and being put in separate transport therefore seems overkill, whereas the latter is a significant advantage, so worth it (just as one's first or club class seat is "worth it". If I were embarrassed by "preferential treatment" as you put it, I wouldn't be flying first/club in the first place, would I??)
I am quite prepared to believe for some people posting that the lack of separate transport is an important issue, just saying not for me, that's all. Takes all sorts etc.