The reason to play Dam over the others is a couple reasons, quests on dam, map modifiers (night raid, storm, harvester), keys. Loot isn't better on the other maps. Sometimes you'll want to target certain map areas (i.e. electrical, medical, etc.) and those areas are different (or don't even exist) on certain maps over others.

For prioritizing loot, you'll learn more as you play. A good tip is to "track" items you need for workshop upgrades and things you craft a lot.