I have read so many people with this same dilemma and I reached out to my contact at my senators office to question her about it. This was her response:
If the interviewing officer denies the visa, the case file is then sent back to USCIS as a consular return. USCIS will review the application again and decide to uphold the Consulates denial or send back for an additional interview. You are welcome to file a complaint with the Office of the Inspector General within the Department of State by using this link: https://oig.state.gov/hotline
So by all means everyone report these co's!