There's a possibility to set a Priority at each strategie. But i can’t see any affect or different results when I use it. Whats the sense behind it?

To quote the Wealth-Lab User Guide > Strategy Window > Combination Strategy > Allocations and Strategy Priority:

"The sum of all child strategy allocations can be more (or less) than the overall Starting Equity. Giving over-sized allocations to one or more of the child strategies can help to increase exposure. If an equity constraint arises in the backtest, Wealth-Lab gives higher priority to Positions created by strategies with a lower value for Strategy Priority, i.e., a child strategy with priority 1 has the highest priority."