IIRC, priority has nothing to do with unit's preference to who it attacks, but where that unit-type is in your interface when you more unit-types.
(e.g. in group selection, hero is always selected as first and has the first position, etc.)
Taken from here:
Stats - Priority (Integer)
Defines at what point the unit/building/hero will be attacked when within a group of units/buildings/heroes being attacked. The values entered can range from 0 to 20, with 0 meaning that the unit/building/hero will be attacked last, and 20 meaning that it will be attacked first.