As it says. I have a complex priority system I try to keep up - my main factory has high priority, research the lowest. This is nice, as rare things go to the factory when requested.
Except they do not. Priority seems to be ignores once an item is queued. My low priority stations end up in the queue - and then move up in it while higheler priority stations are below them.
Deliveries should always go to the highest priority station requesting them.