Personally I don't believe they do, at least not as a main selection criteria. The schools on the other hand would almost certainly have you believe this, but I doubt if anybody could provide definitive proof in this respect in the present market conditions.
It may be used as a factor to decide between two applicants who have similar experience, have demonstrated similar levels of competency in a sim check and given equally good interviews. But, by the same token, so could the place you were born, your school, university or any one of a hundred different factors.
Best thing you can do is concentrate on getting above average grades in both flight tests and groundschool, a good report from your FTO, keep current to as high a standard as poss, demonstrate a well-rounded background outside of aviation and knock em dead at interview.
Remember, an exceptional candidate is still exceptional regardless of who trained them.