it is not possible to change the priority, let me explain why. A marketing e-mail has always a low priority, but it is actually not a problem, since it just mean "less important than system e-mails." So, it means that first system sends registration notification e-mails, forgotten password message and so on, and then it sends marketing emails.
If your e-mail queue contains no system messages, then marketing e-mails are not low, nor high.
However, if there is for example forgotten password message, you want to send it prior to thousands of marketing emails, so some user does not need to wait until all marketing emails are sent out, before he gets his forgotten password message.
Hope it helps!