A little more in addition to the above correct points. . .
Priority Scan is for conventional channels only. You have to have at least one conventional channel marked as a priority channel and that channel cannot be in an Avoided Favorites List/System/Department/Channel or the associated quick keys off.
For trunked systems this is Priority ID Scan. You'll have to set two things. One is Priority ID Scan On for the system with the talkgroup(s) you wish to be priority. The second is marking the channel to be priority (P-Ch On).
Here is something important. In conventional scanning, we are used to seeing a non-priority transmission being interupted every so often while the scanner checks the priority frequency for activity. If present, the scanner "jumps" to the priority frequency.
It doesn't work that way in most trunked systems. The scanner does not interupt a non-priority talkgroup transmission. Only when yhe scanner is "listening" to the control channel, will it check for activity on a priority talkgroup.
The next thought is "Well, that doesn't help much". Yeah it would be nice for that pre-emptive type of priority on all types of trunked systems, but it is what it is. However, i've found I can hold on a non-priority talkgroup and if it isn't active, the scanner will go to a priority talkgroup if it becomes active. Also if two simultaneous channel grants occur, then the scanner will go to one that may be a priority talkgroup.
(There's an exception to the above. On non-P25 Motorola systems, there is pre-emptive priorty ID scanning. However I'd say these days such sytems are less common.)