I wouldn’t do it mostly because I’d feel like too much of a knob going into a bank wearing a bodycam to film an interaction with bank staff. I don’t mind disagreeing with them and complaining if necessary, but I’m not doing that. Far too self-conscious. 
I also just think it’s far too confrontational and is likely to unnecessarily escalate things rather than resolve them.
I also suspect they keep some kind of troublemakers record at immigration. I think you’ve probably read the discussions of this in other threads, with respect to the government complaints. @Niurou and I have talked about it in particular.