In addition to the fact that the schedule is free to use the priority as it sees fit (or ignore it altogether), your threads do things that make priority much less relevant:
3) Very little CPU time needed
Even if a particular scheduler rigorously respects priority, I would only expect that to matter for threads that are a) ready for CPU time at the same time and b) competing for the same CPU or core. If a thread is sleeping or waiting on I/O, there's no reason for the scheduler not to give time to another thread, even one of lower priority. That would just be wasteful. And since neither sleep nor I/O are predictable as to when they'll be done, there's no reason to assume that all your threads will be ready for CPU at the same time. In addition to that, there's probably some minimum time slice that the scheduler will give a thread before bumping it out in favor of a higher priority one, and your threads need so little CPU time at one shot before they sleep or do I/O that it's not likely the scheduler even gets a chance to bump one out.
If you do a more CPU-intensive task, longer running without so may interruptions in your code, you might see some effect of threads' priorities.