I'm very sorry I just did the thing which annoys me the most handeling support tickets... I gave you incorrect info. I'm currently testing the 1.9.3, so issue is occuring in this version.
I just checked all the above:
Admin panel -> Settings -> Tickets -> Default Priority => SET TO NORMALAdmin panel -> Manage -> Help Topics -> Priority => SET TO SYSTEM DEFAULTAdmin panel -> Emails -> YOUREMAILS -> Priority => NOT APPLICABLEand additionally if you setup any Filters at Admin panel -> Manage -> Filters -> YOURFILTERS. => NOT APPLICABLE
Any other ideas? As it keeps going back to Normal when I change it when I create a ticket.