Choosing priority for a manual attack command has no affect. It always defaults to priority 5. This has been the case for a very long time now.
Easiest way to test is to try to set a !! attack task --> no yellow alert generated.
Checking the dupe errands tabs confirms this bug.
Issue a manual attack command on any critter with any priority other than 5. Check the errands tab of a dupe. Observe that the priority remains at 5.