it has nothing ot do with priority, it's just that there a message pumps for 'regular' windows apps and there is a specific pump for games.
games use the PeekMessage function to see if there are messages, if there are, then it handles them and continues with what it was doing which is intensive math and game related functions. 'regular' apps do not need to do all that in between so that's why a gamne is always almost using 100% of your cpu and apps not. if you make a math intensive app, it can also use 100%.
a game calculates a frame, peeks for messages and continues to the next frame.
