Initial priority order is "priority" when "-priority" is what users will want 99% of the time
steps to reproduce:
select the "Open" button to get the default list (unordered which I just reported as an enhancement request, possibly
click on the priority column header (which is more difficult to click than it should be - "!" is too narrow).
You get a sort of:
sort: "priority" status: "new" or "open"
however 99% of the time users will want the highest priority at the top which would mean:
is what they really want and thus they have to click again to get what the want. Save them a click and make them your friend :-)