Please try Ctrl - click on header cell of Priority column. ( v 5.6.1 )
In case of normal click on header cell of a normal column, data is first grouped/ pivoted and then sorting is applied within a group. In your case all priority values are same within a group.
In case of Ctrl - click, data is first sorted and then grouping / pivoting is applied.
https://next.plnkr.co/edit/a25He3zz0eeXxD8O